+887.9%
VZ vs SM
+1,289.1%
-401.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +5.6% | -25.1% | +30.8% | +7.1% |
| 30D | +1.9% | -15.6% | +17.4% | +2.6% |
| 3M | +0.8% | +2.7% | -1.9% | +0.4% |
| 6M | +0.6% | -3.8% | +4.5% | +0.4% |
| YTD | +20.8% | +61.8% | -41.1% | +17.0% |
| 1Y | +23.9% | +71.4% | -47.4% | +19.7% |
| 3Y | +55.7% | -20.7% | +76.4% | +54.5% |
| 5Y | +21.5% | -11.5% | +33.1% | +17.9% |
| 10Y | +68.5% | +10.2% | +58.2% | +42.3% |
| All | +887.9% | +1,289.1% | -401.2% | +542.5% |
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