+65.5%
VZ vs Z
-11.7%
+77.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.7% |
| 7D | +2.2% | -5.2% | +7.4% | +2.4% |
| 30D | +10.6% | +5.7% | +4.9% | +10.4% |
| 3M | -0.6% | -8.7% | +8.1% | -0.5% |
| 6M | +0.7% | -26.0% | +26.7% | +1.4% |
| YTD | +20.6% | -55.0% | +75.7% | +22.8% |
| 1Y | +22.7% | -58.0% | +80.7% | +25.2% |
| 3Y | +57.2% | -15.2% | +72.4% | +55.4% |
| 5Y | +21.4% | -53.8% | +75.2% | +20.8% |
| 10Y | +65.5% | -14.5% | +80.0% | +51.7% |
| All | +65.5% | -11.7% | +77.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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