+72.6%
VZ vs P
+652.0%
-579.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | +1.5% | +11.6% | -10.2% | +1.4% |
| 30D | +4.4% | -23.7% | +28.0% | +4.5% |
| 3M | -2.4% | -8.0% | +5.6% | -2.5% |
| 6M | +1.4% | +27.9% | -26.5% | +1.0% |
| YTD | +21.4% | +61.2% | -39.8% | +20.3% |
| 1Y | +20.3% | +28.6% | -8.3% | +19.6% |
| 3Y | +57.4% | +200.5% | -143.1% | +49.3% |
| 5Y | +21.9% | +282.9% | -261.0% | +12.9% |
| All | +72.6% | +652.0% | -579.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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