+62.8%
VZ vs FANG
+183.1%
-120.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +5.7% | +2.4% | +3.3% | +5.6% |
| 3M | +8.2% | +5.1% | +3.2% | +7.9% |
| 6M | +1.7% | +16.4% | -14.7% | +0.8% |
| YTD | +28.9% | +39.0% | -10.1% | +26.6% |
| 1Y | +22.7% | +50.6% | -27.9% | +20.1% |
| 3Y | +82.7% | +46.9% | +35.8% | +77.8% |
| 5Y | +26.4% | +238.2% | -211.8% | +17.4% |
| All | +62.8% | +183.1% | -120.3% | +44.2% |
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