+105.4%
VZ vs USFR
+27.5%
+77.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.9% | +0.3% | +7.6% | +7.8% |
| 3M | +13.6% | +1.0% | +12.7% | +13.3% |
| 6M | +1.1% | +1.9% | -0.8% | +0.6% |
| YTD | +29.3% | +2.6% | +26.7% | +28.4% |
| 1Y | +21.2% | +4.0% | +17.2% | +20.1% |
| 3Y | +75.9% | +14.1% | +61.8% | +70.7% |
| 5Y | +24.1% | +20.4% | +3.7% | +18.9% |
| 10Y | +62.4% | +28.0% | +34.4% | +53.2% |
| All | +105.4% | +27.5% | +77.9% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling