+25.5%
VZ vs SPY
+82.0%
-56.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.9% | +0.1% | +7.8% | +7.9% |
| 3M | +13.6% | +2.0% | +11.7% | +13.1% |
| 6M | +1.1% | +13.0% | -11.9% | -1.7% |
| YTD | +29.3% | +13.5% | +15.7% | +25.5% |
| 1Y | +21.2% | +20.0% | +1.3% | +15.9% |
| 3Y | +75.9% | +77.2% | -1.3% | +46.4% |
| All | +25.5% | +82.0% | -56.6% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling