+55.5%
VZ vs SNAP
-79.3%
+134.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | -0.9% |
| 7D | +2.1% | -7.1% | +9.3% | +2.3% |
| 30D | +1.4% | -14.6% | +16.0% | +1.7% |
| 3M | -1.3% | -5.0% | +3.7% | -1.3% |
| 6M | -0.5% | -18.8% | +18.3% | -0.3% |
| YTD | +19.6% | -38.5% | +58.2% | +20.7% |
| 1Y | +22.4% | -38.1% | +60.5% | +23.4% |
| 3Y | +55.9% | -53.8% | +109.7% | +56.0% |
| 5Y | +20.4% | -90.7% | +111.1% | +22.6% |
| All | +55.5% | -79.3% | +134.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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