+20.2%
VZ vs STT
+100.0%
-79.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.1% | -2.5% | +4.6% | +2.4% |
| 30D | +1.4% | -5.0% | +6.3% | +1.9% |
| 3M | -1.3% | -10.5% | +9.2% | 0.0% |
| 6M | -0.5% | +10.0% | -10.5% | -2.1% |
| YTD | +19.6% | +30.7% | -11.0% | +14.7% |
| 1Y | +22.4% | +43.8% | -21.4% | +15.5% |
| 3Y | +55.9% | +168.1% | -112.2% | +30.8% |
| All | +20.2% | +100.0% | -79.8% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling