+71.6%
VZ vs STT
+203.9%
-132.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +8.9% | -0.4% | +9.4% | +8.9% |
| 3M | +0.1% | -6.5% | +6.6% | +1.0% |
| 6M | +1.9% | +17.2% | -15.3% | -1.0% |
| YTD | +22.0% | +38.2% | -16.2% | +15.0% |
| 1Y | +22.1% | +49.3% | -27.2% | +13.5% |
| 3Y | +58.7% | +181.9% | -123.2% | +30.3% |
| 5Y | +22.3% | +106.9% | -84.6% | +3.9% |
| 10Y | +71.6% | +203.1% | -131.5% | +40.1% |
| All | +71.6% | +203.9% | -132.3% | +40.1% |
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