+57.4%
VZ vs FLR
+35.7%
+21.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.5% |
| 7D | +1.5% | +5.4% | -3.9% | +1.7% |
| 30D | +4.4% | +2.8% | +1.5% | +4.6% |
| 3M | -2.4% | -6.4% | +4.0% | -2.5% |
| 6M | +1.4% | +8.8% | -7.3% | +2.0% |
| YTD | +21.4% | +23.6% | -2.2% | +22.8% |
| 1Y | +20.3% | +13.8% | +6.5% | +21.4% |
| 3Y | +57.4% | +36.5% | +20.9% | +58.1% |
| All | +57.4% | +35.7% | +21.7% | +58.1% |
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