+21.5%
VZ vs SNAP
-90.2%
+111.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.0% | +13.9% | +0.1% |
| 7D | +5.6% | -10.4% | +16.0% | +5.8% |
| 30D | +1.9% | -11.9% | +13.8% | +2.0% |
| 3M | +0.8% | -4.5% | +5.3% | +0.7% |
| 6M | +0.6% | -16.7% | +17.3% | +0.8% |
| YTD | +20.8% | -36.9% | +57.7% | +21.7% |
| 1Y | +23.9% | -30.3% | +54.2% | +24.5% |
| 3Y | +55.7% | -52.5% | +108.2% | +55.2% |
| 5Y | +21.5% | -90.4% | +112.0% | +16.4% |
| All | +21.5% | -90.2% | +111.8% | +16.4% |
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 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