+71.6%
VZ vs STM
+468.1%
-396.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.9% |
| 30D | +8.9% | -8.4% | +17.3% | +9.1% |
| 3M | +0.1% | -15.8% | +15.9% | +0.5% |
| 6M | +1.9% | -22.8% | +24.7% | +2.1% |
| YTD | +22.0% | +79.4% | -57.3% | +17.0% |
| 1Y | +22.1% | +97.0% | -74.9% | +16.5% |
| 3Y | +58.7% | +14.2% | +44.5% | +54.2% |
| 5Y | +22.3% | -4.5% | +26.8% | +18.6% |
| 10Y | +71.6% | +463.1% | -391.4% | +67.8% |
| All | +71.6% | +468.1% | -396.5% | +67.8% |
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