+65.5%
VZ vs ED
+132.0%
-66.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +10.6% | +11.6% | -1.0% | +5.6% |
| 3M | -0.6% | +10.5% | -11.1% | -4.8% |
| 6M | +0.7% | +13.2% | -12.5% | -4.5% |
| YTD | +20.6% | +22.1% | -1.5% | +10.7% |
| 1Y | +22.7% | +24.2% | -1.4% | +11.9% |
| 3Y | +57.2% | +46.9% | +10.3% | +33.4% |
| 5Y | +21.4% | +80.8% | -59.4% | -5.6% |
| 10Y | +65.5% | +134.3% | -68.8% | +11.7% |
| All | +65.5% | +132.0% | -66.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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