+73.3%
VZ vs FIX
+3,615.9%
-3,542.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +0.9% | +17.0% | -16.1% | +0.2% |
| 30D | +6.9% | -30.6% | +37.5% | +8.5% |
| 3M | +0.6% | -35.0% | +35.7% | +2.3% |
| 6M | +0.3% | -44.0% | +44.3% | +2.5% |
| YTD | +21.9% | +21.1% | +0.7% | +17.4% |
| 1Y | +21.7% | +16.3% | +5.4% | +17.3% |
| 3Y | +58.5% | +507.4% | -448.9% | +22.9% |
| 5Y | +22.4% | +1,052.1% | -1,029.6% | -15.6% |
| All | +73.3% | +3,615.9% | -3,542.6% | -3.4% |
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