+20.2%
VZ vs EXPE
+43.3%
-23.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.8% |
| 7D | +2.1% | -9.3% | +11.5% | +2.3% |
| 30D | +1.4% | +0.1% | +1.2% | +1.4% |
| 3M | -1.3% | -15.3% | +14.1% | -1.0% |
| 6M | -0.5% | +5.5% | -6.0% | -0.5% |
| YTD | +19.6% | -8.0% | +27.6% | +19.9% |
| 1Y | +22.4% | +18.9% | +3.5% | +21.4% |
| 3Y | +55.9% | +135.5% | -79.7% | +49.5% |
| All | +20.2% | +43.3% | -23.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling