+115.3%
VZ vs FIVE
+826.1%
-710.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | +5.6% | -1.7% | +7.4% | +5.7% |
| 30D | +1.9% | +14.9% | -13.1% | +0.9% |
| 3M | +0.8% | +7.6% | -6.8% | +0.2% |
| 6M | +0.6% | +6.4% | -5.8% | 0.0% |
| YTD | +20.8% | +28.1% | -7.3% | +18.4% |
| 1Y | +23.9% | +54.7% | -30.8% | +20.0% |
| 3Y | +55.7% | +36.1% | +19.6% | +49.9% |
| 5Y | +21.5% | +14.9% | +6.7% | +17.1% |
| 10Y | +68.5% | +578.8% | -510.4% | +33.7% |
| All | +115.3% | +826.1% | -710.9% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling