+60.5%
VZ vs FIX
+5,813.3%
-5,752.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +0.1% | +6.0% | -6.0% | -0.2% |
| 30D | +7.9% | -7.2% | +15.1% | +8.2% |
| 3M | +13.6% | -15.9% | +29.5% | +14.3% |
| 6M | +1.1% | +12.7% | -11.6% | -0.6% |
| YTD | +29.3% | +72.8% | -43.5% | +22.9% |
| 1Y | +21.2% | +122.9% | -101.7% | +12.5% |
| 3Y | +75.9% | +774.3% | -698.4% | +35.0% |
| 5Y | +24.1% | +2,049.5% | -2,025.4% | -18.3% |
| All | +60.5% | +5,813.3% | -5,752.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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