+57.3%
VZ vs FIVE
+35.4%
+22.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | +5.6% | -1.7% | +7.4% | +5.6% |
| 30D | +1.9% | +14.9% | -13.1% | +1.8% |
| 3M | +0.8% | +7.6% | -6.8% | +0.8% |
| 6M | +0.6% | +6.4% | -5.8% | +0.5% |
| YTD | +20.8% | +28.1% | -7.3% | +20.8% |
| 1Y | +23.9% | +54.7% | -30.8% | +24.1% |
| All | +57.3% | +35.4% | +22.0% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling