+990.1%
VZ vs RF
+1,537.4%
-547.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +7.9% | -3.6% | +11.5% | +8.5% |
| 3M | +13.6% | +8.1% | +5.6% | +12.3% |
| 6M | +1.1% | +11.5% | -10.4% | -0.7% |
| YTD | +29.3% | +15.6% | +13.7% | +26.1% |
| 1Y | +21.2% | +15.7% | +5.6% | +18.1% |
| 3Y | +75.9% | +86.9% | -11.0% | +57.0% |
| 5Y | +24.1% | +89.8% | -65.7% | +8.7% |
| 10Y | +62.4% | +344.7% | -282.3% | +18.3% |
| All | +990.1% | +1,537.4% | -547.3% | +423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling