+21.5%
VZ vs STM
-17.8%
+39.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.4% | +12.3% | -0.2% |
| 7D | +5.6% | -20.1% | +25.7% | +5.6% |
| 30D | +1.9% | -32.0% | +33.8% | +1.8% |
| 3M | +0.8% | -24.2% | +24.9% | +0.7% |
| 6M | +0.6% | -29.9% | +30.6% | +0.2% |
| YTD | +20.8% | +54.9% | -34.1% | +17.8% |
| 1Y | +23.9% | +68.0% | -44.1% | +20.5% |
| 3Y | +55.7% | -0.1% | +55.8% | +52.8% |
| 5Y | +21.5% | -17.9% | +39.4% | +13.3% |
| All | +21.5% | -17.8% | +39.3% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling