+65.5%
VZ vs SPY
+315.0%
-249.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +10.6% | -3.3% | +13.9% | +11.8% |
| 3M | -0.6% | -2.4% | +1.8% | +0.1% |
| 6M | +0.7% | +2.6% | -1.8% | -0.6% |
| YTD | +20.6% | +11.2% | +9.4% | +15.2% |
| 1Y | +22.7% | +13.4% | +9.3% | +16.2% |
| 3Y | +57.2% | +79.9% | -22.7% | +20.4% |
| 5Y | +21.4% | +72.2% | -50.8% | -6.2% |
| 10Y | +65.5% | +307.3% | -241.8% | -21.9% |
| All | +65.5% | +315.0% | -249.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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