+21.2%
VZ vs FLEX
+472.7%
-451.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | +2.4% | -13.6% | +16.0% | +2.0% |
| 30D | +11.2% | -36.5% | +47.7% | +10.0% |
| 3M | 0.0% | -36.4% | +36.4% | -1.0% |
| 6M | +1.3% | -46.5% | +47.8% | +0.1% |
| YTD | +21.3% | +25.9% | -4.7% | +19.2% |
| 1Y | +23.9% | +19.6% | +4.4% | +21.9% |
| 3Y | +57.7% | +287.0% | -229.3% | +38.9% |
| 5Y | +21.2% | +466.6% | -445.4% | +0.4% |
| All | +21.2% | +472.7% | -451.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling