+91.6%
VZ vs USFR
+28.5%
+63.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +10.6% | +0.4% | +10.2% | +10.5% |
| 3M | -0.6% | +1.1% | -1.7% | -0.9% |
| 6M | +0.7% | +2.0% | -1.3% | +0.2% |
| YTD | +20.6% | +3.4% | +17.2% | +19.6% |
| 1Y | +22.7% | +4.1% | +18.6% | +21.5% |
| 3Y | +57.2% | +14.3% | +42.9% | +52.5% |
| 5Y | +21.4% | +21.3% | +0.1% | +16.0% |
| 10Y | +65.5% | +28.5% | +37.0% | +56.0% |
| All | +91.6% | +28.5% | +63.1% | +82.6% |
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