+104.0%
VZ vs P
+485.4%
-381.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +0.1% | +6.5% | -6.5% | 0.0% |
| 30D | +7.9% | +18.8% | -10.9% | +7.6% |
| 3M | +13.6% | +26.7% | -13.1% | +13.3% |
| 6M | +1.1% | +62.2% | -61.1% | +0.2% |
| YTD | +29.3% | +48.5% | -19.2% | +28.2% |
| 1Y | +21.2% | +26.4% | -5.2% | +20.4% |
| 3Y | +75.9% | +159.4% | -83.5% | +67.7% |
| 5Y | +24.1% | +275.8% | -251.7% | +14.9% |
| 10Y | +62.4% | +732.0% | -669.6% | +40.3% |
| All | +104.0% | +485.4% | -381.3% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling