+57.4%
VZ vs SPYM
+78.4%
-21.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | +2.6% | -1.1% | +1.6% |
| 30D | +4.4% | -2.0% | +6.4% | +4.3% |
| 3M | -2.4% | -2.8% | +0.4% | -2.5% |
| 6M | +1.4% | +2.2% | -0.7% | +1.5% |
| YTD | +21.4% | +11.5% | +9.9% | +21.2% |
| 1Y | +20.3% | +13.5% | +6.8% | +19.9% |
| 3Y | +57.4% | +78.0% | -20.7% | +49.7% |
| All | +57.4% | +78.4% | -21.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling