+1,047.4%
VZ vs M
+458.3%
+589.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.6% | -5.6% | +1.2% |
| 7D | +6.9% | +8.3% | -1.3% | +5.9% |
| 30D | +2.3% | +14.2% | -11.9% | +0.7% |
| 3M | 0.0% | -1.1% | +1.1% | 0.0% |
| 6M | +0.2% | +36.6% | -36.4% | -3.7% |
| YTD | +20.9% | +19.8% | +1.1% | +17.5% |
| 1Y | +25.2% | +37.2% | -12.0% | +19.6% |
| 3Y | +55.9% | +124.5% | -68.6% | +35.7% |
| 5Y | +22.6% | +1.5% | +21.1% | +13.1% |
| 10Y | +68.6% | +7.8% | +60.8% | +37.4% |
| All | +1,047.4% | +458.3% | +589.0% | +565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling