+65.5%
VZ vs EXEL
+445.6%
-380.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | +2.2% | +2.3% | -0.1% | +2.1% |
| 30D | +10.6% | +19.8% | -9.3% | +9.4% |
| 3M | -0.6% | +32.7% | -33.3% | -2.4% |
| 6M | +0.7% | +49.0% | -48.2% | -1.9% |
| YTD | +20.6% | +63.7% | -43.1% | +16.5% |
| 1Y | +22.7% | +75.8% | -53.1% | +17.9% |
| 3Y | +57.2% | +241.3% | -184.1% | +42.7% |
| 5Y | +21.4% | +289.0% | -267.7% | +8.4% |
| 10Y | +65.5% | +377.6% | -312.1% | +57.1% |
| All | +65.5% | +445.6% | -380.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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