+20.2%
VZ vs FIX
+933.9%
-913.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.4% | -0.7% |
| 7D | +2.1% | -17.5% | +19.6% | +1.5% |
| 30D | +1.4% | -41.6% | +42.9% | -0.2% |
| 3M | -1.3% | -40.6% | +39.3% | -2.7% |
| 6M | -0.5% | -49.4% | +48.8% | -2.1% |
| YTD | +19.6% | +9.2% | +10.5% | +18.4% |
| 1Y | +22.4% | +6.5% | +15.9% | +21.1% |
| 3Y | +55.9% | +448.7% | -392.8% | +41.9% |
| All | +20.2% | +933.9% | -913.7% | -4.2% |
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