+65.5%
VZ vs EXPE
+119.8%
-54.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.2% | -13.3% | +15.6% | +3.0% |
| 30D | +10.6% | -5.5% | +16.1% | +10.8% |
| 3M | -0.6% | -16.5% | +15.9% | +0.2% |
| 6M | +0.7% | +13.1% | -12.3% | -0.2% |
| YTD | +20.6% | -8.0% | +28.6% | +20.5% |
| 1Y | +22.7% | +1.1% | +21.6% | +21.7% |
| 3Y | +57.2% | +131.2% | -73.9% | +44.9% |
| 5Y | +21.4% | +39.8% | -18.4% | +14.5% |
| 10Y | +65.5% | +118.5% | -53.0% | +40.0% |
| All | +65.5% | +119.8% | -54.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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