+368.4%
VZ vs ET
+1,275.4%
-907.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.1% | -7.9% | +10.0% | +3.1% |
| 30D | +1.4% | -5.9% | +7.3% | +2.0% |
| 3M | -1.3% | -5.2% | +4.0% | -0.7% |
| 6M | -0.5% | +0.3% | -0.8% | -0.7% |
| YTD | +19.6% | +23.1% | -3.5% | +16.7% |
| 1Y | +22.4% | +22.7% | -0.4% | +19.4% |
| 3Y | +55.9% | +75.4% | -19.5% | +45.1% |
| 5Y | +20.4% | +202.6% | -182.2% | +4.8% |
| 10Y | +66.9% | +213.0% | -146.1% | +38.2% |
| All | +368.4% | +1,275.4% | -907.0% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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