+24.3%
VZ vs EFV
+28.1%
-3.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | +7.1% | +0.2% | +6.9% | +7.1% |
| 3M | +12.8% | +9.6% | +3.2% | +12.7% |
| 6M | +1.8% | +14.0% | -12.2% | +1.9% |
| YTD | +30.0% | +18.5% | +11.5% | +26.6% |
| 1Y | +24.3% | +27.9% | -3.6% | +15.1% |
| All | +24.3% | +28.1% | -3.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling