+65.5%
VZ vs FDS
+135.1%
-69.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.2% | -5.0% | +7.2% | +3.1% |
| 30D | +10.6% | +13.8% | -3.2% | +8.2% |
| 3M | -0.6% | +14.8% | -15.4% | -3.1% |
| 6M | +0.7% | +47.4% | -46.6% | -6.3% |
| YTD | +20.6% | +14.2% | +6.5% | +16.9% |
| 1Y | +22.7% | +26.6% | -3.9% | +16.3% |
| 3Y | +57.2% | -24.4% | +81.7% | +64.1% |
| 5Y | +21.4% | -22.6% | +44.0% | +24.4% |
| 10Y | +65.5% | +130.0% | -64.5% | +36.9% |
| All | +65.5% | +135.1% | -69.6% | +36.9% |
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