+60.5%
VZ vs M
-2.2%
+62.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.2% |
| 30D | +7.9% | -9.6% | +17.5% | +8.4% |
| 3M | +13.6% | +0.9% | +12.8% | +13.5% |
| 6M | +1.1% | +22.3% | -21.2% | 0.0% |
| YTD | +29.3% | +6.5% | +22.8% | +28.6% |
| 1Y | +21.2% | +38.8% | -17.5% | +18.9% |
| 3Y | +75.9% | +115.9% | -40.0% | +65.9% |
| 5Y | +24.1% | +28.6% | -4.5% | +18.0% |
| All | +60.5% | -2.2% | +62.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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