+90.6%
VZ vs P
+449.6%
-359.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.4% | +16.3% | 0.0% |
| 7D | +5.6% | -31.9% | +37.5% | +5.9% |
| 30D | +1.9% | -36.5% | +38.4% | +2.2% |
| 3M | +0.8% | +11.6% | -10.8% | +0.4% |
| 6M | +0.6% | +25.2% | -24.6% | 0.0% |
| YTD | +20.8% | +39.4% | -18.7% | +19.6% |
| 1Y | +23.9% | -3.7% | +27.6% | +23.6% |
| 3Y | +55.7% | +167.3% | -111.6% | +47.6% |
| 5Y | +21.5% | +237.3% | -215.8% | +12.7% |
| 10Y | +68.5% | +698.6% | -630.2% | +45.2% |
| All | +90.6% | +449.6% | -359.1% | +66.7% |
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