+448.2%
VZ vs FIX
+7,433.0%
-6,984.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.6% | +11.5% | +0.9% |
| 7D | +5.6% | -27.2% | +32.9% | +8.4% |
| 30D | +1.9% | -46.9% | +48.8% | +7.3% |
| 3M | +0.8% | -44.4% | +45.2% | +5.5% |
| 6M | +0.6% | -50.9% | +51.5% | +5.8% |
| YTD | +20.8% | +3.5% | +17.2% | +17.3% |
| 1Y | +23.9% | -2.1% | +26.0% | +20.8% |
| 3Y | +55.7% | +418.7% | -363.1% | +22.3% |
| 5Y | +21.5% | +894.6% | -873.0% | -12.6% |
| 10Y | +68.5% | +3,465.5% | -3,397.0% | +1.0% |
| All | +448.2% | +7,433.0% | -6,984.8% | +179.2% |
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