+70.6%
VZ vs ROL
+211.1%
-140.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +2.4% | +3.4% | -1.0% | +1.7% |
| 30D | +11.2% | +20.8% | -9.6% | +6.9% |
| 3M | 0.0% | +3.7% | -3.7% | -1.0% |
| 6M | +1.3% | -27.7% | +29.0% | +7.8% |
| YTD | +21.3% | -34.9% | +56.2% | +31.6% |
| 1Y | +23.9% | -33.3% | +57.2% | +33.8% |
| 3Y | +57.7% | +4.3% | +53.4% | +53.4% |
| 5Y | +21.2% | +15.0% | +6.2% | +13.9% |
| 10Y | +70.6% | +214.7% | -144.1% | +24.0% |
| All | +70.6% | +211.1% | -140.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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