+990.1%
VZ vs ED
+2,217.3%
-1,227.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +7.9% | -0.1% | +8.0% | +7.9% |
| 3M | +13.6% | +3.9% | +9.7% | +11.6% |
| 6M | +1.1% | -3.0% | +4.1% | +2.3% |
| YTD | +29.3% | +10.7% | +18.6% | +23.4% |
| 1Y | +21.2% | +13.3% | +7.9% | +14.2% |
| 3Y | +75.9% | +34.5% | +41.4% | +52.8% |
| 5Y | +24.1% | +67.1% | -43.1% | -3.1% |
| 10Y | +62.4% | +103.0% | -40.7% | +11.5% |
| All | +990.1% | +2,217.3% | -1,227.2% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling