+25.3%
VZ vs FANG
+238.1%
-212.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +5.8% | +2.4% | +3.4% | +5.6% |
| 3M | +10.5% | +4.9% | +5.6% | +10.1% |
| 6M | +1.8% | +12.0% | -10.3% | +0.9% |
| YTD | +28.3% | +37.1% | -8.8% | +25.6% |
| 1Y | +22.0% | +52.3% | -30.3% | +18.6% |
| 3Y | +81.8% | +45.0% | +36.9% | +75.0% |
| 5Y | +25.3% | +231.0% | -205.6% | +11.6% |
| All | +25.3% | +238.1% | -212.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling