+61.1%
VZ vs EFX
+40.1%
+21.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.0% |
| 7D | +0.2% | -7.8% | +8.0% | +1.3% |
| 30D | +7.1% | -5.7% | +12.8% | +7.9% |
| 3M | +12.8% | +2.5% | +10.3% | +12.2% |
| 6M | +1.8% | -16.7% | +18.5% | +3.8% |
| YTD | +30.0% | -20.2% | +50.2% | +32.9% |
| 1Y | +24.3% | -31.4% | +55.7% | +29.7% |
| 3Y | +84.3% | -10.5% | +94.8% | +81.5% |
| 5Y | +25.9% | -35.2% | +61.1% | +28.4% |
| 10Y | +61.1% | +40.2% | +20.9% | +38.1% |
| All | +61.1% | +40.1% | +21.0% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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