+115.5%
VZ vs FIVE
+867.4%
-751.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +1.6% |
| 7D | +6.9% | +7.5% | -0.6% | +6.4% |
| 30D | +2.3% | +16.7% | -14.4% | +1.2% |
| 3M | 0.0% | +13.4% | -13.4% | -0.9% |
| 6M | +0.2% | +9.0% | -8.8% | -0.6% |
| YTD | +20.9% | +33.8% | -12.9% | +18.2% |
| 1Y | +25.2% | +61.2% | -35.9% | +20.9% |
| 3Y | +55.9% | +42.1% | +13.7% | +49.7% |
| 5Y | +22.6% | +21.4% | +1.2% | +17.7% |
| 10Y | +68.6% | +609.1% | -540.4% | +33.5% |
| All | +115.5% | +867.4% | -751.9% | +62.4% |
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