+65.5%
VZ vs ROST
+324.5%
-259.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.4% |
| 7D | +2.2% | +2.8% | -0.5% | +1.8% |
| 30D | +10.6% | +6.6% | +4.0% | +9.5% |
| 3M | -0.6% | -7.0% | +6.4% | +0.3% |
| 6M | +0.7% | +5.4% | -4.6% | -0.3% |
| YTD | +20.6% | +32.4% | -11.7% | +15.4% |
| 1Y | +22.7% | +48.4% | -25.6% | +15.4% |
| 3Y | +57.2% | +99.5% | -42.2% | +40.3% |
| 5Y | +21.4% | +109.9% | -88.5% | +6.2% |
| 10Y | +65.5% | +315.5% | -250.0% | +23.0% |
| All | +65.5% | +324.5% | -259.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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