+990.1%
VZ vs ETR
+4,412.2%
-3,422.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.1% | +1.4% | -1.4% | -0.4% |
| 30D | +7.9% | +1.0% | +6.9% | +7.5% |
| 3M | +13.6% | -1.3% | +14.9% | +14.0% |
| 6M | +1.1% | +1.9% | -0.8% | +0.2% |
| YTD | +29.3% | +18.2% | +11.1% | +22.2% |
| 1Y | +21.2% | +24.7% | -3.4% | +12.4% |
| 3Y | +75.9% | +150.7% | -74.8% | +29.1% |
| 5Y | +24.1% | +127.0% | -102.9% | -6.9% |
| 10Y | +62.4% | +295.5% | -233.1% | -0.7% |
| All | +990.1% | +4,412.2% | -3,422.2% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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