+17.5%
VZ vs FIG
-78.1%
+95.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.5% |
| 7D | +2.4% | -11.4% | +13.8% | +2.2% |
| 30D | +11.2% | -17.2% | +28.4% | +11.0% |
| 3M | 0.0% | -26.6% | +26.6% | -0.4% |
| 6M | +1.3% | -9.8% | +11.1% | +1.6% |
| YTD | +21.3% | -50.1% | +71.4% | +20.1% |
| 1Y | +23.9% | -58.1% | +82.0% | +22.3% |
| All | +17.5% | -78.1% | +95.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 3y: compounded portfolio wealth divided by compounded FIG 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…
3y analysis · Full analysis span regression · 6 months rolling