+21.4%
VZ vs SNAP
-90.9%
+112.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | +2.2% | -7.3% | +9.6% | +2.4% |
| 30D | +10.6% | -18.9% | +29.5% | +10.9% |
| 3M | -0.6% | -5.3% | +4.6% | -0.6% |
| 6M | +0.7% | -16.9% | +17.7% | +0.9% |
| YTD | +20.6% | -37.4% | +58.0% | +21.6% |
| 1Y | +22.7% | -38.5% | +61.2% | +23.7% |
| 3Y | +57.2% | -55.1% | +112.3% | +57.1% |
| 5Y | +21.4% | -90.8% | +112.2% | +15.5% |
| All | +21.4% | -90.9% | +112.3% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling