+55.9%
VZ vs ECL
+78.2%
-22.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +1.4% | +8.1% | -6.7% | -0.3% |
| 3M | -1.3% | +6.4% | -7.6% | -2.6% |
| 6M | -0.5% | +14.8% | -15.3% | -3.4% |
| YTD | +19.6% | +15.5% | +4.2% | +15.7% |
| 1Y | +22.4% | +20.1% | +2.3% | +17.2% |
| 3Y | +55.9% | +77.8% | -21.9% | +45.8% |
| All | +55.9% | +78.2% | -22.3% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling