+8.0%
VZ vs ROIV
+248.8%
-240.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.1% |
| 7D | +5.6% | -2.4% | +8.0% | +5.6% |
| 30D | +1.9% | +3.1% | -1.2% | +1.9% |
| 3M | +0.8% | +5.8% | -5.1% | +0.7% |
| 6M | +0.6% | +29.3% | -28.7% | +0.3% |
| YTD | +20.8% | +68.8% | -48.0% | +19.9% |
| 1Y | +23.9% | +81.0% | -57.1% | +22.8% |
| 3Y | +55.7% | +294.6% | -238.9% | +52.1% |
| 5Y | +21.5% | +373.1% | -351.6% | +17.4% |
| All | +8.0% | +248.8% | -240.8% | +4.9% |
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