+65.5%
VZ vs EFV
+165.2%
-99.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.6% |
| 30D | +10.6% | +3.4% | +7.1% | +9.2% |
| 3M | -0.6% | -1.7% | +1.1% | -0.1% |
| 6M | +0.7% | +6.4% | -5.7% | -1.8% |
| YTD | +20.6% | +16.3% | +4.3% | +13.2% |
| 1Y | +22.7% | +22.9% | -0.2% | +12.6% |
| 3Y | +57.2% | +92.8% | -35.6% | +19.7% |
| 5Y | +21.4% | +93.5% | -72.1% | -8.5% |
| 10Y | +65.5% | +162.1% | -96.6% | +12.1% |
| All | +65.5% | +165.2% | -99.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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