+71.6%
VZ vs SPYM
+313.3%
-241.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +0.9% | -0.9% | +1.9% | +1.2% |
| 30D | +8.9% | -2.4% | +11.3% | +9.7% |
| 3M | +0.1% | -1.1% | +1.2% | +0.3% |
| 6M | +1.9% | +3.3% | -1.4% | +0.3% |
| YTD | +22.0% | +12.4% | +9.7% | +16.1% |
| 1Y | +22.1% | +12.5% | +9.6% | +16.1% |
| 3Y | +58.7% | +79.1% | -20.5% | +22.3% |
| 5Y | +22.3% | +75.7% | -53.4% | -6.0% |
| 10Y | +71.6% | +313.9% | -242.2% | -12.8% |
| All | +71.6% | +313.3% | -241.7% | -12.8% |
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