+72.6%
VZ vs FANG
+157.6%
-85.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.5% | +4.0% | -2.5% | +1.3% |
| 30D | +4.4% | -5.8% | +10.1% | +4.6% |
| 3M | -2.4% | -6.7% | +4.3% | -2.1% |
| 6M | +1.4% | -6.4% | +7.8% | +1.6% |
| YTD | +21.4% | +25.9% | -4.5% | +19.8% |
| 1Y | +20.3% | +31.1% | -10.9% | +18.4% |
| 3Y | +57.4% | +31.3% | +26.0% | +54.0% |
| 5Y | +21.9% | +108.3% | -86.4% | +15.9% |
| All | +72.6% | +157.6% | -85.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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