+61.1%
VZ vs EWT
+493.5%
-432.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | +7.1% | +8.2% | -1.1% | +6.2% |
| 3M | +12.8% | +11.1% | +1.8% | +11.2% |
| 6M | +1.8% | +60.4% | -58.6% | -5.0% |
| YTD | +30.0% | +75.6% | -45.6% | +19.3% |
| 1Y | +24.3% | +91.3% | -67.0% | +12.3% |
| 3Y | +84.3% | +200.3% | -116.0% | +49.6% |
| 5Y | +25.9% | +156.4% | -130.4% | +5.0% |
| 10Y | +61.1% | +495.8% | -434.7% | +4.5% |
| All | +61.1% | +493.5% | -432.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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