+71.6%
VZ vs EFX
+78.9%
-7.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.9% | -2.0% | +2.9% | +1.2% |
| 30D | +8.9% | +27.9% | -19.0% | +5.3% |
| 3M | +0.1% | +3.8% | -3.7% | -0.6% |
| 6M | +1.9% | +13.0% | -11.1% | -0.2% |
| YTD | +22.0% | -12.4% | +34.4% | +23.0% |
| 1Y | +22.1% | -10.4% | +32.5% | +22.6% |
| 3Y | +58.7% | +4.4% | +54.2% | +52.8% |
| 5Y | +22.3% | -28.9% | +51.2% | +23.1% |
| 10Y | +71.6% | +81.7% | -10.1% | +38.0% |
| All | +71.6% | +78.9% | -7.3% | +38.0% |
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