+65.5%
VZ vs FLEX
+659.4%
-593.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | +0.6% |
| 7D | +2.2% | -7.2% | +9.4% | +2.3% |
| 30D | +10.6% | -34.8% | +45.4% | +11.6% |
| 3M | -0.6% | -35.6% | +35.0% | +0.3% |
| 6M | +0.7% | -45.0% | +45.8% | +1.8% |
| YTD | +20.6% | +29.4% | -8.8% | +16.2% |
| 1Y | +22.7% | +24.8% | -2.1% | +18.3% |
| 3Y | +57.2% | +304.4% | -247.2% | +36.0% |
| 5Y | +21.4% | +484.1% | -462.7% | +0.8% |
| 10Y | +65.5% | +640.4% | -574.9% | +23.3% |
| All | +65.5% | +659.4% | -593.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling