+919.3%
VZ vs ES
+1,247.8%
-328.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.4% |
| 7D | +6.9% | +5.3% | +1.6% | +5.3% |
| 30D | +2.3% | +8.9% | -6.7% | -0.3% |
| 3M | 0.0% | -1.9% | +2.0% | +0.5% |
| 6M | +0.2% | +3.9% | -3.6% | -1.1% |
| YTD | +20.9% | +8.3% | +12.6% | +17.5% |
| 1Y | +25.2% | -0.1% | +25.4% | +24.3% |
| 3Y | +55.9% | +46.0% | +9.8% | +35.8% |
| 5Y | +22.6% | +3.1% | +19.5% | +18.0% |
| 10Y | +68.6% | +88.4% | -19.8% | +32.3% |
| All | +919.3% | +1,247.8% | -328.5% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling