+65.5%
VZ vs EME
+996.0%
-930.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | +0.2% |
| 7D | +2.2% | -4.4% | +6.6% | +2.5% |
| 30D | +10.6% | -17.3% | +27.8% | +12.1% |
| 3M | -0.6% | -20.0% | +19.4% | +0.9% |
| 6M | +0.7% | -29.1% | +29.8% | +3.3% |
| YTD | +20.6% | +6.9% | +13.7% | +17.6% |
| 1Y | +22.7% | +0.8% | +22.0% | +20.4% |
| 3Y | +57.2% | +214.4% | -157.2% | +24.5% |
| 5Y | +21.4% | +404.2% | -382.8% | -13.7% |
| 10Y | +65.5% | +941.9% | -876.4% | -1.6% |
| All | +65.5% | +996.0% | -930.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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