+65.5%
VZ vs EW
+236.4%
-170.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | +2.2% | +12.3% | -10.0% | +1.1% |
| 30D | +10.6% | +22.9% | -12.3% | +8.4% |
| 3M | -0.6% | +16.7% | -17.3% | -2.2% |
| 6M | +0.7% | +31.0% | -30.2% | -2.1% |
| YTD | +20.6% | +22.8% | -2.2% | +17.8% |
| 1Y | +22.7% | +25.6% | -2.8% | +19.5% |
| 3Y | +57.2% | +62.0% | -4.7% | +45.3% |
| 5Y | +21.4% | -12.8% | +34.2% | +21.0% |
| 10Y | +65.5% | +239.8% | -174.3% | +36.4% |
| All | +65.5% | +236.4% | -170.9% | +36.4% |
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