+70.6%
VZ vs FTV
+107.5%
-36.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | +11.2% | +18.3% | -7.1% | +8.2% |
| 3M | 0.0% | +9.8% | -9.8% | -1.6% |
| 6M | +1.3% | +12.3% | -11.0% | -0.8% |
| YTD | +21.3% | +23.1% | -1.8% | +16.4% |
| 1Y | +23.9% | +32.5% | -8.6% | +17.4% |
| 3Y | +57.7% | +38.3% | +19.4% | +46.1% |
| 5Y | +21.2% | +16.8% | +4.4% | +14.8% |
| 10Y | +70.6% | +106.6% | -36.0% | +39.8% |
| All | +70.6% | +107.5% | -36.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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