+919.3%
VZ vs RF
+1,462.6%
-543.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | +6.9% | +2.3% | +4.7% | +6.6% |
| 30D | +2.3% | +7.2% | -5.0% | +1.2% |
| 3M | 0.0% | -8.2% | +8.2% | +1.3% |
| 6M | +0.2% | +7.0% | -6.8% | -0.9% |
| YTD | +20.9% | +10.3% | +10.6% | +18.7% |
| 1Y | +25.2% | +25.1% | +0.2% | +20.6% |
| 3Y | +55.9% | +110.3% | -54.4% | +36.8% |
| 5Y | +22.6% | +47.1% | -24.5% | +11.8% |
| 10Y | +68.6% | +297.9% | -229.3% | +25.0% |
| All | +919.3% | +1,462.6% | -543.3% | +393.3% |
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