+878.7%
VZ vs SM
+1,302.7%
-424.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +2.1% | -25.9% | +28.1% | +3.6% |
| 30D | +1.4% | -15.1% | +16.5% | +2.1% |
| 3M | -1.3% | +4.9% | -6.1% | -1.7% |
| 6M | -0.5% | +6.1% | -6.7% | -1.2% |
| YTD | +19.6% | +63.4% | -43.8% | +15.9% |
| 1Y | +22.4% | +72.5% | -50.1% | +18.1% |
| 3Y | +55.9% | -16.9% | +72.8% | +54.3% |
| 5Y | +20.4% | -10.6% | +31.1% | +16.8% |
| 10Y | +66.9% | +11.3% | +55.6% | +40.9% |
| All | +878.7% | +1,302.7% | -424.0% | +536.2% |
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