+72.6%
VZ vs Z
-16.5%
+89.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.5% |
| 7D | +1.5% | +0.8% | +0.6% | +1.4% |
| 30D | +4.4% | +5.2% | -0.8% | +4.2% |
| 3M | -2.4% | -17.0% | +14.7% | -2.0% |
| 6M | +1.4% | -22.7% | +24.1% | +1.9% |
| YTD | +21.4% | -56.3% | +77.7% | +23.7% |
| 1Y | +20.3% | -57.7% | +77.9% | +22.7% |
| 3Y | +57.4% | -16.5% | +73.9% | +55.6% |
| 5Y | +21.9% | -53.4% | +75.3% | +21.3% |
| All | +72.6% | -16.5% | +89.1% | +59.6% |
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