+21.8%
VZ vs FTI
+886.2%
-864.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +1.5% | +4.3% | -2.8% | +1.3% |
| 30D | +4.4% | -4.7% | +9.0% | +4.5% |
| 3M | -2.4% | -13.5% | +11.2% | -1.8% |
| 6M | +1.4% | -8.7% | +10.1% | +1.6% |
| YTD | +21.4% | +49.0% | -27.6% | +18.9% |
| 1Y | +20.3% | +54.0% | -33.7% | +17.6% |
| 3Y | +57.4% | +211.6% | -154.2% | +46.2% |
| All | +21.8% | +886.2% | -864.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling