+42.9%
VZ vs REPL
+35.1%
+7.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.0% |
| 7D | +2.1% | +22.8% | -20.6% | +1.9% |
| 30D | +1.4% | +63.8% | -62.4% | +0.9% |
| 3M | -1.3% | +68.1% | -69.4% | -1.8% |
| 6M | -0.5% | +528.5% | -529.0% | -3.7% |
| YTD | +19.6% | +122.4% | -102.8% | +16.5% |
| 1Y | +22.4% | +154.4% | -132.0% | +18.9% |
| 3Y | +55.9% | +68.0% | -12.1% | +46.5% |
| 5Y | +20.4% | -35.4% | +55.8% | +15.6% |
| All | +42.9% | +35.1% | +7.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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