+406.2%
VZ vs ET
+1,435.0%
-1,028.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +7.9% | +7.5% | +0.4% | +7.0% |
| 3M | +13.6% | +11.4% | +2.2% | +12.2% |
| 6M | +1.1% | +18.5% | -17.4% | -0.9% |
| YTD | +29.3% | +37.4% | -8.1% | +24.6% |
| 1Y | +21.2% | +30.9% | -9.7% | +17.5% |
| 3Y | +75.9% | +98.7% | -22.8% | +61.5% |
| 5Y | +24.1% | +230.7% | -206.6% | +6.8% |
| 10Y | +62.4% | +175.6% | -113.2% | +36.6% |
| All | +406.2% | +1,435.0% | -1,028.8% | +141.3% |
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