+55.9%
VZ vs FLR
+27.4%
+28.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -0.8% |
| 7D | +2.1% | -0.8% | +3.0% | +2.1% |
| 30D | +1.4% | -9.1% | +10.5% | +1.0% |
| 3M | -1.3% | -4.7% | +3.4% | -1.3% |
| 6M | -0.5% | -14.2% | +13.7% | -0.8% |
| YTD | +19.6% | +17.3% | +2.4% | +20.7% |
| 1Y | +22.4% | +4.3% | +18.1% | +23.1% |
| 3Y | +55.9% | +30.7% | +25.1% | +56.2% |
| All | +55.9% | +27.4% | +28.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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