+72.6%
VZ vs F
+64.5%
+8.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.5% | -3.1% | +4.6% | +1.8% |
| 30D | +4.4% | 0.0% | +4.3% | +4.3% |
| 3M | -2.4% | -13.2% | +10.8% | -1.0% |
| 6M | +1.4% | -10.2% | +11.6% | +2.3% |
| YTD | +21.4% | -4.9% | +26.3% | +21.2% |
| 1Y | +20.3% | -6.1% | +26.4% | +20.2% |
| 3Y | +57.4% | +46.0% | +11.4% | +46.7% |
| 5Y | +21.9% | -15.7% | +37.6% | +19.3% |
| All | +72.6% | +64.5% | +8.2% | +48.4% |
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