+21.2%
VZ vs FDS
-22.8%
+44.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.4% | -2.0% | +4.4% | +2.6% |
| 30D | +11.2% | +13.5% | -2.3% | +9.7% |
| 3M | 0.0% | +15.2% | -15.2% | -1.7% |
| 6M | +1.3% | +47.0% | -45.8% | -3.0% |
| YTD | +21.3% | +13.9% | +7.4% | +20.1% |
| 1Y | +23.9% | +25.2% | -1.2% | +20.8% |
| 3Y | +57.7% | -25.3% | +83.0% | +66.1% |
| 5Y | +21.2% | -23.3% | +44.5% | +21.4% |
| All | +21.2% | -22.8% | +44.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling