+65.5%
VZ vs FDS
+135.4%
-69.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.3% |
| 7D | +2.1% | -0.5% | +2.7% | +2.2% |
| 30D | +1.4% | +20.2% | -18.8% | -1.7% |
| 3M | -1.3% | +19.9% | -21.1% | -4.5% |
| 6M | -0.5% | +56.2% | -56.7% | -8.4% |
| YTD | +19.6% | +14.6% | +5.1% | +15.9% |
| 1Y | +22.4% | +31.6% | -9.2% | +15.1% |
| 3Y | +55.9% | -23.8% | +79.7% | +62.4% |
| 5Y | +20.4% | -22.6% | +43.0% | +23.4% |
| All | +65.5% | +135.4% | -69.8% | +38.4% |
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