+251.2%
VZ vs FLR
+603.8%
-352.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +0.1% | +5.4% | -5.3% | -0.5% |
| 30D | +7.9% | +11.4% | -3.5% | +6.4% |
| 3M | +13.6% | +11.4% | +2.2% | +11.7% |
| 6M | +1.1% | +16.6% | -15.5% | -1.5% |
| YTD | +29.3% | +41.7% | -12.4% | +22.9% |
| 1Y | +21.2% | +35.4% | -14.2% | +15.5% |
| 3Y | +75.9% | +57.3% | +18.6% | +59.7% |
| 5Y | +24.1% | +241.0% | -216.9% | -0.3% |
| 10Y | +62.4% | +16.6% | +45.7% | +38.1% |
| All | +251.2% | +603.8% | -352.6% | +90.2% |
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