+64.4%
VZ vs ETN
+684.6%
-620.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -1.0% | +6.2% | -7.2% | -1.5% |
| 30D | +5.8% | -6.7% | +12.4% | +6.4% |
| 3M | +10.5% | +3.6% | +6.9% | +9.6% |
| 6M | +1.8% | +18.3% | -16.5% | -0.8% |
| YTD | +28.3% | +31.5% | -3.2% | +23.3% |
| 1Y | +22.0% | +20.6% | +1.4% | +18.1% |
| 3Y | +81.8% | +82.5% | -0.7% | +60.2% |
| 5Y | +25.3% | +177.8% | -152.4% | +0.2% |
| 10Y | +64.4% | +705.0% | -640.6% | +10.0% |
| All | +64.4% | +684.6% | -620.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling