+64.2%
VZ vs FE
+107.2%
-43.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.1% | 0.0% | +2.2% | +2.2% |
| 30D | +1.4% | +5.2% | -3.8% | -0.2% |
| 3M | -1.3% | 0.0% | -1.2% | -1.3% |
| 6M | -0.5% | +5.0% | -5.6% | -2.1% |
| YTD | +19.6% | +7.9% | +11.7% | +16.5% |
| 1Y | +22.4% | +6.3% | +16.0% | +19.7% |
| 3Y | +55.9% | +46.0% | +9.9% | +37.3% |
| 5Y | +20.4% | +45.6% | -25.2% | +5.8% |
| All | +64.2% | +107.2% | -43.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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