+65.5%
VZ vs FIVE
+563.4%
-497.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +1.4% | +17.7% | -16.3% | +0.3% |
| 3M | -1.3% | +4.0% | -5.2% | -1.6% |
| 6M | -0.5% | +2.6% | -3.1% | -0.9% |
| YTD | +19.6% | +27.6% | -7.9% | +17.4% |
| 1Y | +22.4% | +59.9% | -37.6% | +18.5% |
| 3Y | +55.9% | +35.8% | +20.1% | +51.0% |
| 5Y | +20.4% | +14.4% | +6.0% | +16.9% |
| All | +65.5% | +563.4% | -497.9% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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