+72.6%
VZ vs EME
+905.2%
-832.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.5% | +8.4% | -6.9% | +0.8% |
| 30D | +4.4% | -11.5% | +15.9% | +5.3% |
| 3M | -2.4% | -20.6% | +18.3% | -0.7% |
| 6M | +1.4% | -28.5% | +29.9% | +4.0% |
| YTD | +21.4% | +8.0% | +13.4% | +18.3% |
| 1Y | +20.3% | +6.8% | +13.5% | +17.2% |
| 3Y | +57.4% | +213.9% | -156.5% | +24.5% |
| 5Y | +21.9% | +414.8% | -392.9% | -13.8% |
| All | +72.6% | +905.2% | -832.5% | +2.6% |
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