+90.1%
VZ vs USFR
+28.5%
+61.6%
-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% | -1.0% | -0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.4% | +0.4% | +1.0% | +1.3% |
| 3M | -1.3% | +1.1% | -2.3% | -1.5% |
| 6M | -0.5% | +2.1% | -2.6% | -1.1% |
| YTD | +19.6% | +3.4% | +16.2% | +18.6% |
| 1Y | +22.4% | +4.1% | +18.3% | +21.1% |
| 3Y | +55.9% | +14.4% | +41.5% | +51.1% |
| 5Y | +20.4% | +21.3% | -0.9% | +15.1% |
| 10Y | +66.9% | +28.5% | +38.4% | +57.3% |
| All | +90.1% | +28.5% | +61.6% | +81.1% |
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