+72.6%
VZ vs SM
+18.0%
+54.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | +9.4% | -7.9% | +1.3% |
| 30D | +4.4% | -14.4% | +18.7% | +4.7% |
| 3M | -2.4% | +1.6% | -3.9% | -2.5% |
| 6M | +1.4% | +6.3% | -4.9% | +1.1% |
| YTD | +21.4% | +78.8% | -57.4% | +19.6% |
| 1Y | +20.3% | +83.1% | -62.9% | +18.4% |
| 3Y | +57.4% | -5.9% | +63.3% | +56.3% |
| 5Y | +21.9% | +4.8% | +17.1% | +20.1% |
| All | +72.6% | +18.0% | +54.6% | +57.9% |
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