+486.9%
VZ vs FIX
+12,471.5%
-11,984.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | +0.1% | +6.0% | -6.0% | -0.5% |
| 30D | +7.9% | -7.2% | +15.1% | +8.5% |
| 3M | +13.6% | -15.9% | +29.5% | +14.7% |
| 6M | +1.1% | +12.7% | -11.6% | -1.3% |
| YTD | +29.3% | +72.8% | -43.5% | +20.6% |
| 1Y | +21.2% | +122.9% | -101.7% | +9.7% |
| 3Y | +75.9% | +774.3% | -698.4% | +32.4% |
| 5Y | +24.1% | +2,049.5% | -2,025.4% | -16.9% |
| 10Y | +62.4% | +5,821.5% | -5,759.1% | -6.5% |
| All | +486.9% | +12,471.5% | -11,984.6% | +187.2% |
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 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