+70.6%
VZ vs TECH
+190.5%
-119.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.4% | +0.2% | +2.1% | +2.3% |
| 30D | +11.2% | +0.5% | +10.7% | +11.1% |
| 3M | 0.0% | +1.1% | -1.1% | -0.1% |
| 6M | +1.3% | +51.0% | -49.7% | -2.3% |
| YTD | +21.3% | +24.4% | -3.1% | +18.2% |
| 1Y | +23.9% | +27.4% | -3.5% | +20.4% |
| 3Y | +57.7% | +28.5% | +29.2% | +49.5% |
| 5Y | +21.2% | -40.9% | +62.1% | +25.5% |
| 10Y | +70.6% | +192.5% | -121.9% | +30.1% |
| All | +70.6% | +190.5% | -119.9% | +30.1% |
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