+26.0%
VZ vs Q
+68.3%
-42.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.8% |
| 7D | +1.5% | +1.2% | +0.3% | +1.6% |
| 30D | +4.4% | -2.7% | +7.0% | +4.4% |
| 3M | -2.4% | -16.9% | +14.6% | -3.6% |
| 6M | +1.4% | -26.9% | +28.3% | -0.3% |
| YTD | +21.4% | +45.2% | -23.8% | +25.3% |
| 1Y | +20.3% | +38.1% | -17.9% | +23.8% |
| All | +26.0% | +68.3% | -42.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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