+65.5%
VZ vs ES
+82.6%
-17.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +10.6% | +5.7% | +4.9% | +8.5% |
| 3M | -0.6% | -2.8% | +2.2% | +0.2% |
| 6M | +0.7% | +7.0% | -6.2% | -1.8% |
| YTD | +20.6% | +6.8% | +13.8% | +17.4% |
| 1Y | +22.7% | -0.5% | +23.2% | +21.8% |
| 3Y | +57.2% | +47.2% | +10.1% | +33.8% |
| 5Y | +21.4% | +2.3% | +19.1% | +16.7% |
| 10Y | +65.5% | +85.6% | -20.2% | +23.0% |
| All | +65.5% | +82.6% | -17.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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