+919.0%
VZ vs SPY
+3,091.8%
-2,172.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +13.6% | +2.0% | +11.7% | +11.9% |
| 6M | +1.1% | +13.0% | -11.9% | -6.8% |
| YTD | +29.3% | +13.5% | +15.7% | +18.6% |
| 1Y | +21.2% | +20.0% | +1.3% | +7.2% |
| 3Y | +75.9% | +77.2% | -1.3% | +18.7% |
| 5Y | +24.1% | +81.9% | -57.8% | -19.5% |
| 10Y | +62.4% | +314.1% | -251.7% | -42.3% |
| All | +919.0% | +3,091.8% | -2,172.8% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling