+429.6%
VZ vs FE
+561.4%
-131.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.1% | +1.9% | -1.9% | -0.5% |
| 30D | +7.9% | -1.2% | +9.1% | +8.3% |
| 3M | +13.6% | +3.5% | +10.2% | +12.4% |
| 6M | +1.1% | -6.1% | +7.2% | +3.0% |
| YTD | +29.3% | +7.6% | +21.7% | +26.0% |
| 1Y | +21.2% | +11.9% | +9.3% | +16.5% |
| 3Y | +75.9% | +48.4% | +27.5% | +53.5% |
| 5Y | +24.1% | +44.8% | -20.7% | +8.4% |
| 10Y | +62.4% | +115.9% | -53.5% | +18.6% |
| All | +429.6% | +561.4% | -131.9% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling