+55.9%
VZ vs ELV
-0.8%
+56.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +2.1% | +1.3% | +0.8% | +2.0% |
| 30D | +1.4% | +5.3% | -3.9% | +0.9% |
| 3M | -1.3% | +9.2% | -10.5% | -2.1% |
| 6M | -0.5% | +14.5% | -15.1% | -2.1% |
| YTD | +19.6% | +23.2% | -3.6% | +16.4% |
| 1Y | +22.4% | +38.0% | -15.7% | +17.1% |
| 3Y | +55.9% | -1.5% | +57.4% | +54.7% |
| All | +55.9% | -0.8% | +56.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling