+65.5%
VZ vs IT
+96.9%
-31.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +2.2% | -18.8% | +21.0% | +4.3% |
| 30D | +10.6% | -0.1% | +10.7% | +10.4% |
| 3M | -0.6% | +2.9% | -3.5% | -1.2% |
| 6M | +0.7% | +20.4% | -19.7% | -2.0% |
| YTD | +20.6% | -24.3% | +44.9% | +22.6% |
| 1Y | +22.7% | -17.2% | +39.9% | +23.3% |
| 3Y | +57.2% | -52.4% | +109.6% | +66.6% |
| 5Y | +21.4% | -43.7% | +65.1% | +23.9% |
| 10Y | +65.5% | +90.3% | -24.8% | +34.3% |
| All | +65.5% | +96.9% | -31.4% | +34.3% |
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