+957.6%
VZ vs SM
+1,608.3%
-650.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.9% | +26.3% | -18.4% | +6.5% |
| 3M | +13.6% | +8.7% | +5.0% | +12.9% |
| 6M | +1.1% | +51.7% | -50.6% | -1.5% |
| YTD | +29.3% | +99.0% | -69.8% | +24.2% |
| 1Y | +21.2% | +34.6% | -13.3% | +18.6% |
| 3Y | +75.9% | -7.8% | +83.6% | +73.4% |
| 5Y | +24.1% | +104.8% | -80.7% | +15.1% |
| 10Y | +62.4% | +7.2% | +55.1% | +38.3% |
| All | +957.6% | +1,608.3% | -650.7% | +581.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling