+73.3%
VZ vs USFR
+28.5%
+44.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | +6.9% | +0.4% | +6.6% | +6.7% |
| 3M | +0.6% | +1.0% | -0.4% | 0.0% |
| 6M | +0.3% | +2.0% | -1.7% | -0.8% |
| YTD | +21.9% | +3.4% | +18.4% | +19.8% |
| 1Y | +21.7% | +4.1% | +17.6% | +19.2% |
| 3Y | +58.5% | +14.4% | +44.1% | +50.3% |
| 5Y | +22.4% | +21.4% | +1.0% | +12.9% |
| All | +73.3% | +28.5% | +44.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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