+565.6%
VZ vs FDS
+10,727.5%
-10,162.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +5.6% | +6.4% | -0.7% | +4.5% |
| 30D | +1.9% | +25.2% | -23.3% | -2.2% |
| 3M | +0.8% | +22.9% | -22.1% | -3.2% |
| 6M | +0.6% | +56.5% | -55.9% | -8.0% |
| YTD | +20.8% | +19.0% | +1.8% | +15.0% |
| 1Y | +23.9% | +32.7% | -8.8% | +15.5% |
| 3Y | +55.7% | -20.4% | +76.1% | +57.9% |
| 5Y | +21.5% | -19.6% | +41.1% | +21.9% |
| 10Y | +68.5% | +148.5% | -80.1% | +33.9% |
| All | +565.6% | +10,727.5% | -10,162.0% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling