+23.9%
VZ vs F
+1.5%
+22.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +5.6% | +1.4% | +4.3% | +5.6% |
| 30D | +1.9% | +2.0% | -0.2% | +1.8% |
| 3M | +0.8% | -10.4% | +11.1% | +0.9% |
| 6M | +0.6% | +9.7% | -9.1% | +2.2% |
| YTD | +20.8% | -1.2% | +22.0% | +21.3% |
| 1Y | +23.9% | 0.0% | +23.9% | +23.9% |
| All | +23.9% | +1.5% | +22.4% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling