+65.5%
VZ vs F
+80.8%
-15.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +2.1% | +1.6% | +0.6% | +2.0% |
| 30D | +1.4% | +2.6% | -1.3% | +1.1% |
| 3M | -1.3% | -8.8% | +7.6% | -0.4% |
| 6M | -0.5% | +4.6% | -5.2% | -1.5% |
| YTD | +19.6% | -1.9% | +21.5% | +19.0% |
| 1Y | +22.4% | -0.8% | +23.1% | +21.6% |
| 3Y | +55.9% | +43.5% | +12.4% | +45.8% |
| 5Y | +20.4% | -12.1% | +32.5% | +17.2% |
| All | +65.5% | +80.8% | -15.2% | +43.8% |
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