+275.0%
VZ vs EFA
+394.8%
-119.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +7.9% | +0.9% | +7.0% | +7.4% |
| 3M | +13.6% | +4.9% | +8.8% | +10.5% |
| 6M | +1.1% | +8.6% | -7.5% | -3.9% |
| YTD | +29.3% | +14.6% | +14.7% | +19.2% |
| 1Y | +21.2% | +22.6% | -1.4% | +7.7% |
| 3Y | +75.9% | +66.5% | +9.4% | +31.1% |
| 5Y | +24.1% | +54.5% | -30.5% | -5.1% |
| 10Y | +62.4% | +144.8% | -82.4% | -7.0% |
| All | +275.0% | +394.8% | -119.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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