+65.5%
VZ vs STM
+433.9%
-368.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -5.9% | +0.6% |
| 7D | +2.2% | -5.6% | +7.8% | +2.4% |
| 30D | +10.6% | -14.4% | +25.0% | +11.0% |
| 3M | -0.6% | -20.5% | +19.9% | 0.0% |
| 6M | +0.7% | -24.5% | +25.3% | +0.9% |
| YTD | +20.6% | +72.7% | -52.1% | +15.8% |
| 1Y | +22.7% | +91.0% | -68.3% | +17.1% |
| 3Y | +57.2% | +13.5% | +43.7% | +52.6% |
| 5Y | +21.4% | -9.2% | +30.6% | +17.9% |
| 10Y | +65.5% | +422.5% | -357.0% | +51.2% |
| All | +65.5% | +433.9% | -368.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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