+7.0%
VZ vs ROIV
+270.3%
-263.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -1.0% |
| 7D | +2.1% | +5.3% | -3.2% | +2.1% |
| 30D | +1.4% | +11.9% | -10.5% | +1.3% |
| 3M | -1.3% | +10.7% | -12.0% | -1.3% |
| 6M | -0.5% | +34.9% | -35.4% | -0.9% |
| YTD | +19.6% | +79.2% | -59.5% | +18.7% |
| 1Y | +22.4% | +89.0% | -66.6% | +21.3% |
| 3Y | +55.9% | +337.3% | -281.5% | +52.2% |
| 5Y | +20.4% | +402.3% | -381.9% | +16.3% |
| All | +7.0% | +270.3% | -263.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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