+928.8%
VZ vs EXC
+2,464.5%
-1,535.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | +8.9% | +8.3% | +0.6% | +6.2% |
| 3M | +0.1% | +2.6% | -2.5% | -0.8% |
| 6M | +1.9% | +5.2% | -3.3% | +0.2% |
| YTD | +22.0% | +7.5% | +14.5% | +18.8% |
| 1Y | +22.1% | +3.2% | +19.0% | +20.4% |
| 3Y | +58.7% | +29.5% | +29.1% | +44.6% |
| 5Y | +22.3% | +39.7% | -17.3% | +7.8% |
| 10Y | +71.6% | +200.1% | -128.4% | +15.2% |
| All | +928.8% | +2,464.5% | -1,535.7% | +174.6% |
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