+57.3%
VZ vs ECL
+81.2%
-23.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | +5.6% | +1.7% | +4.0% | +5.2% |
| 30D | +1.9% | +8.9% | -7.0% | 0.0% |
| 3M | +0.8% | +7.4% | -6.6% | -0.8% |
| 6M | +0.6% | +19.3% | -18.7% | -3.1% |
| YTD | +20.8% | +17.4% | +3.3% | +16.3% |
| 1Y | +23.9% | +19.4% | +4.5% | +18.9% |
| All | +57.3% | +81.2% | -23.9% | +46.6% |
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