+77.6%
VZ vs ESI
+177.3%
-99.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | +0.4% |
| 7D | +5.6% | -13.1% | +18.7% | +6.5% |
| 30D | +1.9% | -18.5% | +20.4% | +3.0% |
| 3M | +0.8% | -19.6% | +20.4% | +1.9% |
| 6M | +0.6% | -29.8% | +30.4% | +2.4% |
| YTD | +20.8% | +23.9% | -3.1% | +17.0% |
| 1Y | +23.9% | +15.0% | +9.0% | +20.7% |
| 3Y | +55.7% | +64.3% | -8.7% | +45.5% |
| 5Y | +21.5% | +26.3% | -4.8% | +15.2% |
| 10Y | +68.5% | +321.7% | -253.3% | +41.5% |
| All | +77.6% | +177.3% | -99.7% | +60.6% |
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