+671.6%
VZ vs IT
+6,228.4%
-5,556.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | +2.1% | -16.9% | +19.1% | +4.2% |
| 30D | +1.4% | +2.3% | -1.0% | +0.9% |
| 3M | -1.3% | +2.9% | -4.1% | -2.0% |
| 6M | -0.5% | +25.9% | -26.4% | -4.2% |
| YTD | +19.6% | -24.6% | +44.3% | +21.4% |
| 1Y | +22.4% | -16.0% | +38.4% | +22.5% |
| 3Y | +55.9% | -51.6% | +107.5% | +64.3% |
| 5Y | +20.4% | -42.6% | +63.1% | +22.8% |
| 10Y | +66.9% | +103.6% | -36.7% | +41.6% |
| All | +671.6% | +6,228.4% | -5,556.8% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling