+67.1%
VZ vs RF
+280.8%
-213.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +5.6% | -1.6% | +7.3% | +5.9% |
| 30D | +1.9% | +5.0% | -3.2% | +1.1% |
| 3M | +0.8% | -10.0% | +10.8% | +2.2% |
| 6M | +0.6% | +3.3% | -2.7% | +0.1% |
| YTD | +20.8% | +7.9% | +12.8% | +19.2% |
| 1Y | +23.9% | +21.2% | +2.7% | +20.2% |
| 3Y | +55.7% | +105.8% | -50.1% | +38.1% |
| 5Y | +21.5% | +43.7% | -22.2% | +12.0% |
| All | +67.1% | +280.8% | -213.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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