+59.9%
VZ vs FTI
+311.9%
-252.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.1% | +5.3% | -5.2% | -0.3% |
| 30D | +7.9% | +15.3% | -7.4% | +6.8% |
| 3M | +13.6% | +15.8% | -2.1% | +12.4% |
| 6M | +1.1% | +22.6% | -21.5% | -0.5% |
| YTD | +29.3% | +79.5% | -50.3% | +24.0% |
| 1Y | +21.2% | +102.0% | -80.8% | +15.2% |
| 3Y | +75.9% | +315.8% | -239.9% | +56.6% |
| 5Y | +24.1% | +1,129.5% | -1,105.4% | -0.4% |
| All | +59.9% | +311.9% | -252.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling