+58.0%
VZ vs USFR
+14.3%
+43.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.7% |
| 30D | +6.9% | +0.4% | +6.6% | +5.3% |
| 3M | +0.6% | +1.0% | -0.4% | -3.6% |
| 6M | +0.3% | +2.0% | -1.7% | -6.8% |
| YTD | +21.9% | +3.4% | +18.4% | +11.6% |
| 1Y | +21.7% | +4.1% | +17.6% | +10.8% |
| All | +58.0% | +14.3% | +43.7% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling