+348.6%
VZ vs EXPE
+769.8%
-421.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | +1.4% |
| 7D | +5.6% | -3.6% | +9.3% | +5.9% |
| 30D | +1.9% | +4.8% | -2.9% | +1.1% |
| 3M | +0.8% | -14.6% | +15.4% | +2.1% |
| 6M | +0.6% | +10.0% | -9.4% | -1.1% |
| YTD | +20.8% | -3.3% | +24.0% | +19.5% |
| 1Y | +23.9% | +28.4% | -4.5% | +18.2% |
| 3Y | +55.7% | +145.1% | -89.4% | +34.2% |
| 5Y | +21.5% | +51.6% | -30.1% | +8.2% |
| 10Y | +68.5% | +128.8% | -60.4% | +32.9% |
| All | +348.6% | +769.8% | -421.3% | +117.9% |
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