+60.5%
VZ vs USB
+107.5%
-47.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.1% | +1.4% | -1.4% | -0.2% |
| 30D | +7.9% | -1.3% | +9.2% | +8.2% |
| 3M | +13.6% | +15.2% | -1.6% | +10.2% |
| 6M | +1.1% | +18.8% | -17.7% | -2.7% |
| YTD | +29.3% | +21.0% | +8.3% | +23.5% |
| 1Y | +21.2% | +34.0% | -12.8% | +13.1% |
| 3Y | +75.9% | +95.3% | -19.4% | +47.3% |
| 5Y | +24.1% | +40.4% | -16.3% | +10.5% |
| All | +60.5% | +107.5% | -47.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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