+21.5%
VZ vs M
-6.1%
+27.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.1% |
| 7D | +5.6% | -2.1% | +7.8% | +5.7% |
| 30D | +1.9% | +7.7% | -5.8% | +1.6% |
| 3M | +0.8% | -4.4% | +5.1% | +0.9% |
| 6M | +0.6% | +27.5% | -26.9% | -0.2% |
| YTD | +20.8% | +12.8% | +8.0% | +20.2% |
| 1Y | +23.9% | +20.7% | +3.2% | +23.0% |
| 3Y | +55.7% | +111.3% | -55.6% | +49.7% |
| 5Y | +21.5% | -6.3% | +27.9% | +18.7% |
| All | +21.5% | -6.1% | +27.6% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling