+55.9%
VZ vs SITM
+269.8%
-214.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +17.4% | -18.4% | -0.2% |
| 7D | +2.1% | -6.7% | +8.9% | +2.0% |
| 30D | +1.4% | -37.3% | +38.7% | -0.3% |
| 3M | -1.3% | -39.4% | +38.1% | -2.8% |
| 6M | -0.5% | -33.1% | +32.6% | -1.2% |
| YTD | +19.6% | +18.0% | +1.6% | +21.8% |
| 1Y | +22.4% | +22.7% | -0.3% | +24.9% |
| 3Y | +55.9% | +283.8% | -227.9% | +65.6% |
| All | +55.9% | +269.8% | -214.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling