+20.2%
VZ vs EXC
+41.2%
-21.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.3% |
| 7D | +2.1% | -1.2% | +3.3% | +2.5% |
| 30D | +1.4% | +10.0% | -8.6% | -1.9% |
| 3M | -1.3% | +1.6% | -2.9% | -1.9% |
| 6M | -0.5% | +3.3% | -3.8% | -1.7% |
| YTD | +19.6% | +7.6% | +12.1% | +16.3% |
| 1Y | +22.4% | +3.5% | +18.9% | +20.4% |
| 3Y | +55.9% | +27.7% | +28.2% | +42.1% |
| All | +20.2% | +41.2% | -21.0% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling