+22.3%
VZ vs ROL
+14.4%
+7.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.9% | +0.8% | +0.2% | +0.8% |
| 30D | +8.9% | +20.6% | -11.6% | +5.0% |
| 3M | +0.1% | +4.5% | -4.4% | -0.9% |
| 6M | +1.9% | -26.5% | +28.4% | +7.7% |
| YTD | +22.0% | -34.8% | +56.9% | +31.6% |
| 1Y | +22.1% | -33.2% | +55.3% | +31.0% |
| 3Y | +58.7% | +4.5% | +54.2% | +54.4% |
| 5Y | +22.3% | +15.5% | +6.8% | +13.5% |
| All | +22.3% | +14.4% | +7.9% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling