+919.3%
VZ vs F
+540.9%
+378.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.9% | +1.6% |
| 7D | +6.9% | +6.0% | +0.9% | +5.9% |
| 30D | +2.3% | +4.3% | -2.0% | +1.5% |
| 3M | 0.0% | -10.1% | +10.1% | +1.6% |
| 6M | +0.2% | +12.8% | -12.5% | -2.5% |
| YTD | +20.9% | -0.1% | +21.0% | +19.6% |
| 1Y | +25.2% | +3.7% | +21.6% | +23.0% |
| 3Y | +55.9% | +42.7% | +13.2% | +42.0% |
| 5Y | +22.6% | -11.0% | +33.6% | +17.6% |
| 10Y | +68.6% | +87.0% | -18.4% | +34.6% |
| All | +919.3% | +540.9% | +378.4% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling