+57.3%
VZ vs FDS
-20.2%
+77.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +5.6% | +6.4% | -0.7% | +5.1% |
| 30D | +1.9% | +25.2% | -23.3% | +0.2% |
| 3M | +0.8% | +22.9% | -22.1% | -0.8% |
| 6M | +0.6% | +56.5% | -55.9% | -2.3% |
| YTD | +20.8% | +19.0% | +1.8% | +20.6% |
| 1Y | +23.9% | +32.7% | -8.8% | +22.1% |
| All | +57.3% | -20.2% | +77.6% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling