+65.5%
VZ vs TECH
+204.1%
-138.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +10.6% | +0.5% | +10.1% | +10.5% |
| 3M | -0.6% | +0.9% | -1.5% | -0.7% |
| 6M | +0.7% | +51.0% | -50.3% | -2.9% |
| YTD | +20.6% | +24.4% | -3.8% | +17.6% |
| 1Y | +22.7% | +27.6% | -4.9% | +19.2% |
| 3Y | +57.2% | +29.9% | +27.3% | +48.9% |
| 5Y | +21.4% | -40.6% | +62.0% | +25.6% |
| 10Y | +65.5% | +196.7% | -131.2% | +27.3% |
| All | +65.5% | +204.1% | -138.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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