+425.9%
VZ vs SPYM
+829.4%
-403.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.9% | +0.1% | +7.8% | +7.8% |
| 3M | +13.6% | +2.0% | +11.6% | +12.2% |
| 6M | +1.1% | +13.1% | -12.0% | -5.5% |
| YTD | +29.3% | +13.6% | +15.7% | +20.4% |
| 1Y | +21.2% | +20.1% | +1.2% | +9.5% |
| 3Y | +75.9% | +77.6% | -1.7% | +26.5% |
| 5Y | +24.1% | +82.5% | -58.5% | -13.5% |
| 10Y | +62.4% | +317.6% | -255.2% | -33.2% |
| All | +425.9% | +829.4% | -403.5% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling