+210.2%
VZ vs EW
+7,833.4%
-7,623.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +5.6% | +6.8% | -1.1% | +4.7% |
| 30D | +1.9% | +16.6% | -14.7% | -0.2% |
| 3M | +0.8% | +13.3% | -12.5% | -1.0% |
| 6M | +0.6% | +21.6% | -21.0% | -2.2% |
| YTD | +20.8% | +18.3% | +2.5% | +17.6% |
| 1Y | +23.9% | +21.7% | +2.2% | +20.2% |
| 3Y | +55.7% | +50.3% | +5.4% | +43.6% |
| 5Y | +21.5% | -15.0% | +36.6% | +19.9% |
| 10Y | +68.5% | +237.5% | -169.0% | +32.0% |
| All | +210.2% | +7,833.4% | -7,623.2% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling