+842.9%
VZ vs SPY
+2,954.7%
-2,111.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +3.8% |
| 30D | +1.4% | -5.4% | +6.8% | +4.5% |
| 3M | -1.3% | -4.1% | +2.8% | +0.9% |
| 6M | -0.5% | +0.7% | -1.2% | -1.7% |
| YTD | +19.6% | +8.7% | +11.0% | +12.3% |
| 1Y | +22.4% | +10.9% | +11.5% | +13.3% |
| 3Y | +55.9% | +75.0% | -19.1% | +5.5% |
| 5Y | +20.4% | +67.8% | -47.4% | -18.0% |
| 10Y | +66.9% | +312.9% | -246.0% | -41.0% |
| All | +842.9% | +2,954.7% | -2,111.8% | -31.8% |
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