+70.6%
VZ vs EMR
+294.2%
-223.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | +11.2% | +3.5% | +7.7% | +10.6% |
| 3M | 0.0% | +5.9% | -5.9% | -1.0% |
| 6M | +1.3% | +19.4% | -18.2% | -1.7% |
| YTD | +21.3% | +27.7% | -6.4% | +15.6% |
| 1Y | +23.9% | +30.9% | -7.0% | +17.6% |
| 3Y | +57.7% | +104.2% | -46.5% | +34.9% |
| 5Y | +21.2% | +89.6% | -68.4% | +4.3% |
| 10Y | +70.6% | +280.0% | -209.5% | +26.8% |
| All | +70.6% | +294.2% | -223.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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