+68.1%
VZ vs SNAP
-77.2%
+145.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.8% |
| 7D | +0.1% | +0.7% | -0.7% | +0.1% |
| 30D | +7.9% | +2.6% | +5.3% | +7.8% |
| 3M | +13.6% | -9.9% | +23.5% | +13.8% |
| 6M | +1.1% | +1.9% | -0.8% | +0.8% |
| YTD | +29.3% | -32.2% | +61.5% | +30.2% |
| 1Y | +21.2% | -22.8% | +44.1% | +21.5% |
| 3Y | +75.9% | -47.6% | +123.5% | +75.5% |
| 5Y | +24.1% | -92.7% | +116.8% | +27.3% |
| All | +68.1% | -77.2% | +145.3% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling