+682.0%
VZ vs IT
+6,189.1%
-5,507.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +2.4% | -7.5% | +9.9% | +3.3% |
| 30D | +11.2% | -1.2% | +12.4% | +11.1% |
| 3M | 0.0% | -2.2% | +2.2% | -0.1% |
| 6M | +1.3% | +19.1% | -17.8% | -1.8% |
| YTD | +21.3% | -25.1% | +46.4% | +23.1% |
| 1Y | +23.9% | -17.4% | +41.3% | +24.3% |
| 3Y | +57.7% | -54.1% | +111.8% | +67.4% |
| 5Y | +21.2% | -42.7% | +63.9% | +23.6% |
| 10Y | +70.6% | +88.1% | -17.6% | +46.1% |
| All | +682.0% | +6,189.1% | -5,507.1% | +346.0% |
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