+448.8%
VZ vs FIX
+8,419.6%
-7,970.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.1% | +17.1% | +3.4% |
| 7D | +6.9% | -18.9% | +25.8% | +8.7% |
| 30D | +2.3% | -36.3% | +38.6% | +6.0% |
| 3M | 0.0% | -38.5% | +38.5% | +3.8% |
| 6M | +0.2% | -42.3% | +42.5% | +4.0% |
| YTD | +20.9% | +17.1% | +3.8% | +16.2% |
| 1Y | +25.2% | +14.4% | +10.8% | +20.4% |
| 3Y | +55.9% | +486.7% | -430.8% | +21.2% |
| 5Y | +22.6% | +1,083.7% | -1,061.1% | -13.3% |
| 10Y | +68.6% | +3,932.4% | -3,863.8% | +0.1% |
| All | +448.8% | +8,419.6% | -7,970.8% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling