+65.5%
VZ vs SM
+4.9%
+60.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +0.9% |
| 7D | +2.2% | -22.3% | +24.5% | +2.8% |
| 30D | +10.6% | -21.4% | +31.9% | +11.1% |
| 3M | -0.6% | +1.4% | -2.0% | -0.7% |
| 6M | +0.7% | +0.1% | +0.6% | +0.6% |
| YTD | +20.6% | +59.0% | -38.3% | +19.1% |
| 1Y | +22.7% | +64.3% | -41.6% | +21.1% |
| 3Y | +57.2% | -13.1% | +70.4% | +56.4% |
| 5Y | +21.4% | -13.9% | +35.2% | +20.0% |
| 10Y | +65.5% | +1.7% | +63.8% | +51.4% |
| All | +65.5% | +4.9% | +60.6% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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