+222.7%
VZ vs EWT
+452.2%
-229.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.9% |
| 7D | +2.1% | -11.7% | +13.9% | +4.9% |
| 30D | +1.4% | -23.2% | +24.6% | +7.4% |
| 3M | -1.3% | -12.5% | +11.2% | +1.1% |
| 6M | -0.5% | -5.9% | +5.4% | -1.0% |
| YTD | +19.6% | +40.5% | -20.8% | +6.7% |
| 1Y | +22.4% | +43.7% | -21.4% | +8.4% |
| 3Y | +55.9% | +136.6% | -80.8% | +18.4% |
| 5Y | +20.4% | +105.1% | -84.7% | -5.8% |
| 10Y | +66.9% | +387.0% | -320.1% | -0.4% |
| All | +222.7% | +452.2% | -229.4% | +19.3% |
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