+23.9%
VZ vs EXEL
+72.0%
-48.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.5% |
| 7D | +2.4% | -2.4% | +4.8% | +2.2% |
| 30D | +11.2% | +17.9% | -6.7% | +12.4% |
| 3M | 0.0% | +33.3% | -33.3% | +1.9% |
| 6M | +1.3% | +46.6% | -45.3% | +4.1% |
| YTD | +21.3% | +61.0% | -39.8% | +26.1% |
| 1Y | +23.9% | +70.4% | -46.5% | +26.9% |
| All | +23.9% | +72.0% | -48.1% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling