+65.5%
VZ vs STM
+398.5%
-332.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.1% |
| 7D | +2.1% | -10.7% | +12.9% | +2.4% |
| 30D | +1.4% | -25.7% | +27.1% | +2.2% |
| 3M | -1.3% | -21.6% | +20.3% | -0.7% |
| 6M | -0.5% | -27.8% | +27.3% | -0.3% |
| YTD | +19.6% | +61.8% | -42.1% | +15.1% |
| 1Y | +22.4% | +78.1% | -55.7% | +17.0% |
| 3Y | +55.9% | +4.9% | +51.0% | +51.7% |
| 5Y | +20.4% | -14.3% | +34.7% | +17.2% |
| All | +65.5% | +398.5% | -332.9% | +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