+18.4%
VZ vs EXE
+151.8%
-133.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +2.1% | -6.6% | +8.7% | +2.7% |
| 30D | +1.4% | -4.0% | +5.4% | +1.7% |
| 3M | -1.3% | -7.5% | +6.2% | -0.7% |
| 6M | -0.5% | -11.7% | +11.1% | +0.3% |
| YTD | +19.6% | -22.0% | +41.6% | +21.6% |
| 1Y | +22.4% | -21.8% | +44.2% | +24.3% |
| 3Y | +55.9% | +8.0% | +47.9% | +53.2% |
| 5Y | +20.4% | +62.3% | -41.9% | +14.4% |
| All | +18.4% | +151.8% | -133.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling