+916.9%
VZ vs EXC
+2,466.8%
-1,549.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.2% | -1.7% | +4.0% | +2.8% |
| 30D | +10.6% | +9.3% | +1.3% | +7.5% |
| 3M | -0.6% | +1.0% | -1.6% | -1.0% |
| 6M | +0.7% | +5.9% | -5.2% | -1.2% |
| YTD | +20.6% | +7.6% | +13.0% | +17.4% |
| 1Y | +22.7% | +2.4% | +20.3% | +21.3% |
| 3Y | +57.2% | +30.2% | +27.0% | +43.0% |
| 5Y | +21.4% | +41.4% | -20.0% | +6.5% |
| 10Y | +65.5% | +183.8% | -118.3% | +13.0% |
| All | +916.9% | +2,466.8% | -1,549.8% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling