+918.2%
VZ vs EXC
+2,516.2%
-1,598.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +5.6% | +1.4% | +4.3% | +5.2% |
| 30D | +1.9% | +11.6% | -9.8% | -1.6% |
| 3M | +0.8% | +2.7% | -1.9% | -0.1% |
| 6M | +0.6% | +2.7% | -2.1% | -0.3% |
| YTD | +20.8% | +9.7% | +11.1% | +16.9% |
| 1Y | +23.9% | +4.5% | +19.4% | +21.7% |
| 3Y | +55.7% | +28.5% | +27.2% | +42.2% |
| 5Y | +21.5% | +43.9% | -22.4% | +6.1% |
| 10Y | +68.5% | +183.7% | -115.3% | +15.0% |
| All | +918.2% | +2,516.2% | -1,598.0% | +170.1% |
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