+59.9%
VZ vs EW
+130.4%
-70.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +7.9% | +1.0% | +6.9% | +7.8% |
| 3M | +13.6% | +2.8% | +10.8% | +13.3% |
| 6M | +1.1% | +5.5% | -4.4% | +0.4% |
| YTD | +29.3% | +5.5% | +23.8% | +28.3% |
| 1Y | +21.2% | +11.0% | +10.2% | +19.5% |
| 3Y | +75.9% | +17.7% | +58.2% | +69.0% |
| 5Y | +24.1% | -25.7% | +49.8% | +25.6% |
| All | +59.9% | +130.4% | -70.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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