+990.1%
VZ vs EXC
+2,353.7%
-1,363.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +7.9% | -3.7% | +11.6% | +9.2% |
| 3M | +13.6% | -1.3% | +14.9% | +14.1% |
| 6M | +1.1% | -9.7% | +10.8% | +4.2% |
| YTD | +29.3% | +2.9% | +26.4% | +27.7% |
| 1Y | +21.2% | +4.4% | +16.9% | +19.1% |
| 3Y | +75.9% | +22.2% | +53.7% | +63.3% |
| 5Y | +24.1% | +46.7% | -22.6% | +7.7% |
| 10Y | +62.4% | +155.3% | -93.0% | +14.5% |
| All | +990.1% | +2,353.7% | -1,363.7% | +195.3% |
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