+21.5%
VZ vs REPL
-40.1%
+61.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +5.6% | +15.1% | -9.5% | +5.6% |
| 30D | +1.9% | +51.1% | -49.2% | +1.7% |
| 3M | +0.8% | +69.2% | -68.4% | +0.5% |
| 6M | +0.6% | +597.6% | -596.9% | -1.2% |
| YTD | +20.8% | +106.0% | -85.2% | +19.1% |
| 1Y | +23.9% | +133.3% | -109.4% | +22.1% |
| 3Y | +55.7% | +41.0% | +14.7% | +51.5% |
| 5Y | +21.5% | -40.1% | +61.7% | +14.5% |
| All | +21.5% | -40.1% | +61.6% | +14.5% |
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