+65.5%
VZ vs OMC
+56.1%
+9.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | +2.2% | +5.4% | -3.1% | +1.2% |
| 30D | +10.6% | +15.7% | -5.1% | +7.4% |
| 3M | -0.6% | +4.9% | -5.5% | -1.7% |
| 6M | +0.7% | +17.3% | -16.5% | -2.7% |
| YTD | +20.6% | +13.0% | +7.6% | +16.7% |
| 1Y | +22.7% | +24.1% | -1.4% | +16.3% |
| 3Y | +57.2% | +31.2% | +26.0% | +45.0% |
| 5Y | +21.4% | +53.4% | -32.0% | +5.0% |
| 10Y | +65.5% | +55.5% | +9.9% | +33.9% |
| All | +65.5% | +56.1% | +9.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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