+20.2%
VZ vs FDS
-22.8%
+43.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.5% |
| 7D | +2.1% | -0.5% | +2.7% | +2.2% |
| 30D | +1.4% | +20.2% | -18.8% | -0.6% |
| 3M | -1.3% | +19.9% | -21.1% | -3.3% |
| 6M | -0.5% | +56.2% | -56.7% | -5.3% |
| YTD | +19.6% | +14.6% | +5.1% | +18.4% |
| 1Y | +22.4% | +31.6% | -9.2% | +18.4% |
| 3Y | +55.9% | -23.8% | +79.7% | +63.7% |
| All | +20.2% | -22.8% | +43.0% | +20.4% |
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