+65.5%
VZ vs TER
+1,026.7%
-961.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | +0.6% |
| 7D | +2.2% | -5.8% | +8.0% | +2.3% |
| 30D | +10.6% | -38.9% | +49.5% | +11.4% |
| 3M | -0.6% | -35.1% | +34.5% | -0.1% |
| 6M | +0.7% | -31.6% | +32.3% | +0.5% |
| YTD | +20.6% | +27.2% | -6.6% | +16.5% |
| 1Y | +22.7% | +35.2% | -12.5% | +18.1% |
| 3Y | +57.2% | +192.8% | -135.6% | +42.3% |
| 5Y | +21.4% | +72.4% | -51.0% | +12.2% |
| 10Y | +65.5% | +1,001.8% | -936.4% | +31.7% |
| All | +65.5% | +1,026.7% | -961.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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