+61.1%
VZ vs SPYM
+315.4%
-254.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +7.1% | -0.9% | +8.0% | +7.5% |
| 3M | +12.8% | +3.9% | +8.9% | +11.1% |
| 6M | +1.8% | +14.5% | -12.7% | -3.6% |
| YTD | +30.0% | +13.0% | +17.0% | +23.6% |
| 1Y | +24.3% | +19.4% | +4.9% | +15.5% |
| 3Y | +84.3% | +78.9% | +5.4% | +42.1% |
| 5Y | +25.9% | +82.3% | -56.4% | -4.9% |
| 10Y | +61.1% | +314.7% | -253.7% | -22.8% |
| All | +61.1% | +315.4% | -254.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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