+572.3%
VZ vs EL
+1,750.9%
-1,178.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.5% |
| 7D | +5.6% | -1.1% | +6.7% | +5.8% |
| 30D | +1.9% | +15.3% | -13.4% | -0.7% |
| 3M | +0.8% | +24.2% | -23.4% | -3.3% |
| 6M | +0.6% | +30.9% | -30.3% | -4.7% |
| YTD | +20.8% | +3.9% | +16.9% | +17.7% |
| 1Y | +23.9% | +19.9% | +4.1% | +17.5% |
| 3Y | +55.7% | +2.5% | +53.2% | +45.3% |
| 5Y | +21.5% | -66.7% | +88.3% | +38.2% |
| 10Y | +68.5% | +54.9% | +13.6% | +32.5% |
| All | +572.3% | +1,750.9% | -1,178.6% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling