+20.2%
VZ vs REPL
-35.6%
+55.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.0% |
| 7D | +2.1% | +22.8% | -20.6% | +2.1% |
| 30D | +1.4% | +63.8% | -62.4% | +1.2% |
| 3M | -1.3% | +68.1% | -69.4% | -1.5% |
| 6M | -0.5% | +528.5% | -529.0% | -2.1% |
| YTD | +19.6% | +122.4% | -102.8% | +18.0% |
| 1Y | +22.4% | +154.4% | -132.0% | +20.6% |
| 3Y | +55.9% | +68.0% | -12.1% | +50.8% |
| All | +20.2% | -35.6% | +55.8% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling