+65.5%
VZ vs EL
+63.1%
+2.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +2.2% | +8.0% | -5.8% | +1.5% |
| 30D | +10.6% | +15.4% | -4.8% | +9.1% |
| 3M | -0.6% | +28.5% | -29.1% | -3.2% |
| 6M | +0.7% | +32.2% | -31.5% | -2.3% |
| YTD | +20.6% | +9.2% | +11.4% | +18.5% |
| 1Y | +22.7% | +30.8% | -8.1% | +18.1% |
| 3Y | +57.2% | +3.7% | +53.5% | +51.5% |
| 5Y | +21.4% | -64.8% | +86.2% | +37.0% |
| 10Y | +65.5% | +60.0% | +5.5% | +41.2% |
| All | +65.5% | +63.1% | +2.4% | +41.2% |
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