+57.2%
VZ vs FLEX
+300.7%
-243.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | +1.7% |
| 7D | +2.2% | -7.2% | +9.4% | +1.8% |
| 30D | +10.6% | -34.8% | +45.4% | +7.5% |
| 3M | -0.6% | -35.6% | +35.0% | -3.3% |
| 6M | +0.7% | -45.0% | +45.8% | -2.5% |
| YTD | +20.6% | +29.4% | -8.8% | +23.6% |
| 1Y | +22.7% | +24.8% | -2.1% | +25.5% |
| 3Y | +57.2% | +304.4% | -247.2% | +59.2% |
| All | +57.2% | +300.7% | -243.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling