+60.5%
VZ vs RL
+313.2%
-252.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +7.9% | -7.8% | +15.7% | +8.6% |
| 3M | +13.6% | -4.0% | +17.6% | +13.9% |
| 6M | +1.1% | -1.9% | +3.0% | +0.9% |
| YTD | +29.3% | -0.2% | +29.5% | +28.7% |
| 1Y | +21.2% | +10.7% | +10.6% | +19.4% |
| 3Y | +75.9% | +210.8% | -134.9% | +51.4% |
| 5Y | +24.1% | +238.2% | -214.1% | +3.8% |
| All | +60.5% | +313.2% | -252.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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