+21.2%
VZ vs SM
-10.9%
+32.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | +2.4% | -19.5% | +21.9% | +3.0% |
| 30D | +11.2% | -20.2% | +31.4% | +11.9% |
| 3M | 0.0% | -6.5% | +6.5% | +0.1% |
| 6M | +1.3% | +1.6% | -0.3% | +1.0% |
| YTD | +21.3% | +61.2% | -40.0% | +18.9% |
| 1Y | +23.9% | +65.4% | -41.4% | +21.4% |
| 3Y | +57.7% | -13.0% | +70.7% | +56.0% |
| 5Y | +21.2% | -4.3% | +25.5% | +19.7% |
| All | +21.2% | -10.9% | +32.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling