+20.2%
VZ vs TER
+53.6%
-33.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | +2.1% | -20.5% | +22.6% | +1.6% |
| 30D | +1.4% | -47.0% | +48.4% | +0.1% |
| 3M | -1.3% | -43.3% | +42.0% | -2.3% |
| 6M | -0.5% | -42.9% | +42.4% | -1.6% |
| YTD | +19.6% | +12.9% | +6.8% | +17.2% |
| 1Y | +22.4% | +18.2% | +4.2% | +19.8% |
| 3Y | +55.9% | +151.8% | -95.9% | +47.9% |
| All | +20.2% | +53.6% | -33.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling