+59.9%
VZ vs SPY
+313.2%
-253.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.9% | +0.1% | +7.8% | +7.9% |
| 3M | +13.6% | +2.0% | +11.7% | +12.6% |
| 6M | +1.1% | +13.0% | -11.9% | -3.7% |
| YTD | +29.3% | +13.5% | +15.7% | +22.7% |
| 1Y | +21.2% | +20.0% | +1.3% | +12.5% |
| 3Y | +75.9% | +77.2% | -1.3% | +35.8% |
| 5Y | +24.1% | +81.9% | -57.8% | -6.5% |
| All | +59.9% | +313.2% | -253.3% | -26.5% |
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