+70.6%
VZ vs O
+78.3%
-7.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +2.4% | +3.5% | -1.2% | +1.4% |
| 30D | +11.2% | +10.4% | +0.8% | +8.2% |
| 3M | 0.0% | -2.4% | +2.4% | +0.7% |
| 6M | +1.3% | -1.2% | +2.5% | +1.7% |
| YTD | +21.3% | +10.4% | +10.9% | +18.1% |
| 1Y | +23.9% | +11.4% | +12.5% | +20.5% |
| 3Y | +57.7% | +40.4% | +17.3% | +44.4% |
| 5Y | +21.2% | +12.1% | +9.1% | +16.6% |
| 10Y | +70.6% | +82.7% | -12.2% | +39.9% |
| All | +70.6% | +78.3% | -7.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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