+60.5%
VZ vs F
+98.4%
-37.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | +0.1% | +5.3% | -5.3% | -0.5% |
| 30D | +7.9% | +4.6% | +3.3% | +7.3% |
| 3M | +13.6% | -3.7% | +17.3% | +14.0% |
| 6M | +1.1% | +16.8% | -15.7% | -1.1% |
| YTD | +29.3% | +15.3% | +14.0% | +26.5% |
| 1Y | +21.2% | +31.0% | -9.8% | +16.6% |
| 3Y | +75.9% | +45.4% | +30.5% | +64.4% |
| 5Y | +24.1% | +54.7% | -30.6% | +12.3% |
| All | +60.5% | +98.4% | -37.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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