+65.5%
VZ vs ECL
+205.6%
-140.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +10.6% | +8.8% | +1.7% | +8.2% |
| 3M | -0.6% | +7.8% | -8.5% | -2.6% |
| 6M | +0.7% | +21.3% | -20.6% | -4.3% |
| YTD | +20.6% | +17.8% | +2.8% | +15.1% |
| 1Y | +22.7% | +21.1% | +1.7% | +16.2% |
| 3Y | +57.2% | +80.1% | -22.8% | +32.9% |
| 5Y | +21.4% | +40.5% | -19.1% | +8.3% |
| 10Y | +65.5% | +197.7% | -132.3% | +19.3% |
| All | +65.5% | +205.6% | -140.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling