+881.7%
VZ vs STM
+2,285.7%
-1,404.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | +0.1% | +5.8% | -5.7% | -0.6% |
| 30D | +7.9% | -1.0% | +8.9% | +7.9% |
| 3M | +13.6% | -33.3% | +46.9% | +17.8% |
| 6M | +1.1% | +57.4% | -56.3% | -6.2% |
| YTD | +29.3% | +102.2% | -72.9% | +15.9% |
| 1Y | +21.2% | +99.6% | -78.4% | +8.5% |
| 3Y | +75.9% | +14.5% | +61.4% | +64.3% |
| 5Y | +24.1% | +21.4% | +2.7% | +12.3% |
| 10Y | +62.4% | +695.0% | -632.6% | +5.4% |
| All | +881.7% | +2,285.7% | -1,404.0% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling