+65.5%
VZ vs STT
+204.5%
-139.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.1% | -2.5% | +4.6% | +2.5% |
| 30D | +1.4% | -5.0% | +6.3% | +2.1% |
| 3M | -1.3% | -10.5% | +9.2% | +0.3% |
| 6M | -0.5% | +10.0% | -10.5% | -2.4% |
| YTD | +19.6% | +30.7% | -11.0% | +13.8% |
| 1Y | +22.4% | +43.8% | -21.4% | +14.4% |
| 3Y | +55.9% | +168.1% | -112.2% | +29.1% |
| 5Y | +20.4% | +101.4% | -81.0% | +2.7% |
| All | +65.5% | +204.5% | -139.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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