+72.6%
VZ vs FIX
+3,564.5%
-3,491.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.5% | +9.4% | -8.0% | +1.1% |
| 30D | +4.4% | -27.8% | +32.1% | +5.7% |
| 3M | -2.4% | -35.6% | +33.2% | -0.7% |
| 6M | +1.4% | -45.2% | +46.6% | +3.8% |
| YTD | +21.4% | +19.5% | +1.9% | +16.9% |
| 1Y | +20.3% | +24.2% | -4.0% | +15.4% |
| 3Y | +57.4% | +494.2% | -436.8% | +22.2% |
| 5Y | +21.9% | +1,036.1% | -1,014.2% | -15.9% |
| All | +72.6% | +3,564.5% | -3,491.9% | -3.7% |
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