+225.0%
VZ vs FLR
+482.5%
-257.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.3% |
| 7D | +2.1% | -0.8% | +3.0% | +2.2% |
| 30D | +1.4% | -9.1% | +10.5% | +2.2% |
| 3M | -1.3% | -4.7% | +3.4% | -1.2% |
| 6M | -0.5% | -14.2% | +13.7% | +0.1% |
| YTD | +19.6% | +17.3% | +2.4% | +15.8% |
| 1Y | +22.4% | +4.3% | +18.1% | +19.9% |
| 3Y | +55.9% | +30.7% | +25.1% | +44.2% |
| 5Y | +20.4% | +101.3% | -80.9% | +3.2% |
| 10Y | +66.9% | +12.4% | +54.5% | +40.5% |
| All | +225.0% | +482.5% | -257.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling