+61.1%
VZ vs TRU
+138.6%
-77.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +0.2% | -7.2% | +7.4% | +0.9% |
| 30D | +7.1% | -2.8% | +9.9% | +7.4% |
| 3M | +12.8% | +13.0% | -0.2% | +11.5% |
| 6M | +1.8% | +0.7% | +1.1% | +1.5% |
| YTD | +30.0% | -9.0% | +39.0% | +30.5% |
| 1Y | +24.3% | -16.3% | +40.6% | +25.6% |
| 3Y | +84.3% | -1.1% | +85.4% | +79.9% |
| 5Y | +25.9% | -36.0% | +61.9% | +29.9% |
| 10Y | +61.1% | +139.9% | -78.8% | +33.3% |
| All | +61.1% | +138.6% | -77.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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