+70.6%
VZ vs EL
+60.9%
+9.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.4% | +7.6% | -5.3% | +1.6% |
| 30D | +11.2% | +15.7% | -4.5% | +9.6% |
| 3M | 0.0% | +30.5% | -30.5% | -2.7% |
| 6M | +1.3% | +32.5% | -31.3% | -1.8% |
| YTD | +21.3% | +9.4% | +11.8% | +19.1% |
| 1Y | +23.9% | +28.4% | -4.4% | +19.5% |
| 3Y | +57.7% | +4.4% | +53.2% | +51.8% |
| 5Y | +21.2% | -64.5% | +85.7% | +36.5% |
| 10Y | +70.6% | +64.9% | +5.7% | +47.5% |
| All | +70.6% | +60.9% | +9.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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