+70.6%
VZ vs EXC
+183.9%
-113.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +11.2% | +9.0% | +2.2% | +8.0% |
| 3M | 0.0% | +3.3% | -3.3% | -1.2% |
| 6M | +1.3% | +5.7% | -4.4% | -0.7% |
| YTD | +21.3% | +7.3% | +13.9% | +17.9% |
| 1Y | +23.9% | +2.9% | +21.0% | +22.2% |
| 3Y | +57.7% | +29.3% | +28.4% | +42.9% |
| 5Y | +21.2% | +40.1% | -18.8% | +5.8% |
| 10Y | +70.6% | +197.7% | -127.1% | +19.7% |
| All | +70.6% | +183.9% | -113.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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