+392.6%
VZ vs EFV
+258.8%
+133.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +0.1% | +1.5% | -1.4% | -0.6% |
| 30D | +7.9% | +1.7% | +6.2% | +7.0% |
| 3M | +13.6% | +8.6% | +5.0% | +9.2% |
| 6M | +1.1% | +11.7% | -10.6% | -4.4% |
| YTD | +29.3% | +19.3% | +10.0% | +18.3% |
| 1Y | +21.2% | +30.2% | -9.0% | +6.3% |
| 3Y | +75.9% | +91.6% | -15.7% | +27.3% |
| 5Y | +24.1% | +96.4% | -72.3% | -12.3% |
| 10Y | +62.4% | +166.5% | -104.1% | -4.1% |
| All | +392.6% | +258.8% | +133.8% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling