+61.1%
VZ vs IT
+89.8%
-28.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +8.0% | +1.3% |
| 7D | +0.2% | -9.1% | +9.3% | +1.1% |
| 30D | +7.1% | -7.0% | +14.1% | +7.8% |
| 3M | +12.8% | +7.6% | +5.2% | +11.3% |
| 6M | +1.8% | +2.1% | -0.3% | +0.7% |
| YTD | +30.0% | -31.6% | +61.6% | +33.7% |
| 1Y | +24.3% | -29.9% | +54.2% | +27.2% |
| 3Y | +84.3% | -51.3% | +135.6% | +93.8% |
| 5Y | +25.9% | -44.8% | +70.7% | +28.1% |
| 10Y | +61.1% | +91.4% | -30.3% | +31.5% |
| All | +61.1% | +89.8% | -28.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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