+53.4%
VZ vs FTV
+90.8%
-37.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.1% | -4.5% | +4.6% | +0.8% |
| 30D | +7.9% | -7.1% | +15.0% | +9.2% |
| 3M | +13.6% | -7.2% | +20.8% | +14.9% |
| 6M | +1.1% | -1.5% | +2.6% | +1.1% |
| YTD | +29.3% | +3.5% | +25.8% | +27.8% |
| 1Y | +21.2% | +20.3% | +0.9% | +16.6% |
| 3Y | +75.9% | -3.1% | +79.0% | +73.9% |
| 5Y | +24.1% | +2.3% | +21.7% | +20.0% |
| 10Y | +62.4% | +76.3% | -13.9% | +38.3% |
| All | +53.4% | +90.8% | -37.3% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling