+15.6%
VZ vs ROIV
+232.7%
-217.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +7.9% | +1.0% | +6.9% | +7.9% |
| 3M | +13.6% | +18.3% | -4.6% | +13.4% |
| 6M | +1.1% | +18.3% | -17.2% | +0.8% |
| YTD | +29.3% | +61.0% | -31.7% | +28.4% |
| 1Y | +21.2% | +177.9% | -156.6% | +19.2% |
| 3Y | +75.9% | +199.1% | -123.2% | +72.2% |
| 5Y | +24.1% | +250.7% | -226.6% | +20.3% |
| All | +15.6% | +232.7% | -217.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling