+21.8%
VZ vs EXE
+76.7%
-54.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | +5.3% | -3.9% | +1.0% |
| 30D | +4.4% | -2.2% | +6.6% | +4.5% |
| 3M | -2.4% | -5.9% | +3.5% | -1.9% |
| 6M | +1.4% | -5.7% | +7.1% | +1.8% |
| YTD | +21.4% | -17.8% | +39.2% | +23.0% |
| 1Y | +20.3% | -23.1% | +43.4% | +22.4% |
| 3Y | +57.4% | +21.2% | +36.2% | +52.5% |
| All | +21.8% | +76.7% | -54.9% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling