+75.9%
VZ vs ESI
+182.6%
-106.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.0% |
| 7D | +2.1% | -8.5% | +10.7% | +2.7% |
| 30D | +1.4% | -15.7% | +17.0% | +2.3% |
| 3M | -1.3% | -18.2% | +17.0% | -0.2% |
| 6M | -0.5% | -28.8% | +28.3% | +1.1% |
| YTD | +19.6% | +26.3% | -6.6% | +15.8% |
| 1Y | +22.4% | +18.2% | +4.1% | +19.0% |
| 3Y | +55.9% | +68.1% | -12.2% | +45.5% |
| 5Y | +20.4% | +28.8% | -8.4% | +14.0% |
| 10Y | +66.9% | +329.8% | -262.9% | +40.0% |
| All | +75.9% | +182.6% | -106.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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