+918.2%
VZ vs F
+533.8%
+384.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +5.6% | +1.4% | +4.3% | +5.4% |
| 30D | +1.9% | +2.0% | -0.2% | +1.5% |
| 3M | +0.8% | -10.4% | +11.1% | +2.4% |
| 6M | +0.6% | +9.7% | -9.1% | -1.6% |
| YTD | +20.8% | -1.2% | +22.0% | +19.7% |
| 1Y | +23.9% | 0.0% | +23.9% | +22.5% |
| 3Y | +55.7% | +41.1% | +14.6% | +42.1% |
| 5Y | +21.5% | -11.4% | +33.0% | +16.7% |
| 10Y | +68.5% | +85.0% | -16.5% | +34.7% |
| All | +918.2% | +533.8% | +384.4% | +427.8% |
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 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