+248.8%
VZ vs EWT
+594.1%
-345.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | +0.1% | +4.0% | -3.9% | -0.9% |
| 30D | +7.9% | +10.3% | -2.4% | +5.3% |
| 3M | +13.6% | +6.1% | +7.6% | +11.0% |
| 6M | +1.1% | +56.6% | -55.5% | -11.0% |
| YTD | +29.3% | +76.6% | -47.3% | +10.0% |
| 1Y | +21.2% | +97.9% | -76.6% | -0.2% |
| 3Y | +75.9% | +198.0% | -122.1% | +27.3% |
| 5Y | +24.1% | +151.8% | -127.7% | -6.9% |
| 10Y | +62.4% | +514.1% | -451.7% | -7.7% |
| All | +248.8% | +594.1% | -345.3% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling