+855.7%
VZ vs SPY
+3,015.5%
-2,159.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | +11.2% | -3.7% | +14.9% | +13.5% |
| 3M | 0.0% | -2.7% | +2.7% | +1.3% |
| 6M | +1.3% | +2.2% | -0.9% | -0.8% |
| YTD | +21.3% | +10.8% | +10.4% | +12.5% |
| 1Y | +23.9% | +11.2% | +12.7% | +14.6% |
| 3Y | +57.7% | +76.5% | -18.8% | +6.2% |
| 5Y | +21.2% | +72.9% | -51.7% | -19.0% |
| 10Y | +70.6% | +304.8% | -234.3% | -38.8% |
| All | +855.7% | +3,015.5% | -2,159.8% | -31.7% |
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