+380.2%
VZ vs EXPE
+851.4%
-471.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +0.1% | -9.5% | +9.6% | +1.2% |
| 30D | +7.9% | -6.6% | +14.5% | +8.6% |
| 3M | +13.6% | +31.4% | -17.7% | +10.0% |
| 6M | +1.1% | +35.2% | -34.1% | -2.9% |
| YTD | +29.3% | +5.8% | +23.5% | +27.1% |
| 1Y | +21.2% | +38.7% | -17.4% | +14.9% |
| 3Y | +75.9% | +175.8% | -99.9% | +49.7% |
| 5Y | +24.1% | +111.8% | -87.8% | +5.8% |
| 10Y | +62.4% | +179.7% | -117.3% | +25.1% |
| All | +380.2% | +851.4% | -471.2% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling