+65.5%
VZ vs EW
+236.3%
-170.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +2.1% | +11.0% | -8.9% | +1.1% |
| 30D | +1.4% | +19.1% | -17.7% | -0.4% |
| 3M | -1.3% | +14.4% | -15.6% | -2.6% |
| 6M | -0.5% | +22.8% | -23.3% | -2.7% |
| YTD | +19.6% | +19.8% | -0.2% | +17.1% |
| 1Y | +22.4% | +23.9% | -1.5% | +19.3% |
| 3Y | +55.9% | +52.2% | +3.7% | +45.2% |
| 5Y | +20.4% | -13.9% | +34.3% | +20.1% |
| All | +65.5% | +236.3% | -170.8% | +37.4% |
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