+16.9%
VZ vs SMR
-45.9%
+62.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.8% |
| 7D | +2.2% | +1.7% | +0.6% | +2.3% |
| 30D | +10.6% | -24.4% | +35.0% | +10.5% |
| 3M | -0.6% | -44.6% | +44.0% | -0.7% |
| 6M | +0.7% | -56.7% | +57.4% | +0.7% |
| YTD | +20.6% | -61.6% | +82.2% | +20.4% |
| 1Y | +22.7% | -82.1% | +104.8% | +23.1% |
| 3Y | +57.2% | +161.5% | -104.3% | +38.0% |
| All | +16.9% | -45.9% | +62.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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