+60.5%
VZ vs EL
+31.9%
+28.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +7.9% | +19.8% | -11.9% | +5.8% |
| 3M | +13.6% | +25.7% | -12.1% | +10.9% |
| 6M | +1.1% | +5.4% | -4.4% | +0.1% |
| YTD | +29.3% | +0.2% | +29.1% | +28.1% |
| 1Y | +21.2% | +20.4% | +0.8% | +17.4% |
| 3Y | +75.9% | -32.1% | +108.0% | +79.8% |
| 5Y | +24.1% | -67.2% | +91.3% | +41.0% |
| All | +60.5% | +31.9% | +28.6% | +38.3% |
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