+25.5%
VZ vs FIX
+2,061.9%
-2,036.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | +0.1% | +6.0% | -6.0% | +0.2% |
| 30D | +7.9% | -7.2% | +15.1% | +7.7% |
| 3M | +13.6% | -15.9% | +29.5% | +13.4% |
| 6M | +1.1% | +12.7% | -11.6% | +1.1% |
| YTD | +29.3% | +72.8% | -43.5% | +29.3% |
| 1Y | +21.2% | +122.9% | -101.7% | +21.1% |
| 3Y | +75.9% | +774.3% | -698.4% | +60.8% |
| All | +25.5% | +2,061.9% | -2,036.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling