+60.5%
VZ vs FDS
+84.7%
-24.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +7.9% | +9.0% | -1.1% | +6.3% |
| 3M | +13.6% | +18.9% | -5.2% | +10.0% |
| 6M | +1.1% | +35.1% | -34.0% | -4.7% |
| YTD | +29.3% | +5.5% | +23.8% | +27.2% |
| 1Y | +21.2% | -16.8% | +38.1% | +24.8% |
| 3Y | +75.9% | -28.1% | +104.0% | +85.1% |
| 5Y | +24.1% | -17.4% | +41.5% | +24.7% |
| All | +60.5% | +84.7% | -24.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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