+54.4%
VZ vs REPL
-6.0%
+60.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.1% | -3.0% | +3.0% | +0.1% |
| 30D | +7.9% | +27.1% | -19.2% | +7.6% |
| 3M | +13.6% | +52.4% | -38.7% | +12.5% |
| 6M | +1.1% | +107.4% | -106.4% | -1.5% |
| YTD | +29.3% | +54.7% | -25.4% | +26.4% |
| 1Y | +21.2% | +158.9% | -137.6% | +16.8% |
| 3Y | +75.9% | -23.7% | +99.6% | +68.5% |
| 5Y | +24.1% | -54.3% | +78.4% | +19.5% |
| All | +54.4% | -6.0% | +60.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling