+16.3%
VZ vs SITM
+3,415.8%
-3,399.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.6% | -8.8% | +0.8% |
| 7D | +2.2% | +9.4% | -7.1% | +2.2% |
| 30D | +10.6% | -25.4% | +36.0% | +10.7% |
| 3M | -0.6% | -37.0% | +36.4% | -0.4% |
| 6M | +0.7% | -45.1% | +45.9% | +1.0% |
| YTD | +20.6% | +29.4% | -8.8% | +19.7% |
| 1Y | +22.7% | +39.8% | -17.1% | +21.6% |
| 3Y | +57.2% | +328.2% | -271.0% | +50.1% |
| 5Y | +21.4% | +87.4% | -66.0% | +16.0% |
| All | +16.3% | +3,415.8% | -3,399.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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