+81.4%
VZ vs EFV
+93.8%
-12.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | +7.9% | +1.7% | +6.2% | +7.4% |
| 3M | +13.6% | +8.6% | +5.0% | +11.3% |
| 6M | +1.1% | +11.7% | -10.6% | -1.7% |
| YTD | +29.3% | +19.3% | +10.0% | +22.6% |
| 1Y | +21.2% | +30.2% | -9.0% | +11.3% |
| All | +81.4% | +93.8% | -12.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling