+67.1%
VZ vs FN
+663.9%
-596.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.2% | +14.1% | -0.2% |
| 7D | +5.6% | -16.0% | +21.6% | +5.5% |
| 30D | +1.9% | -40.1% | +42.0% | +1.6% |
| 3M | +0.8% | -43.9% | +44.7% | +0.6% |
| 6M | +0.6% | -55.6% | +56.3% | +0.5% |
| YTD | +20.8% | -35.7% | +56.4% | +19.9% |
| 1Y | +23.9% | -39.8% | +63.8% | +23.2% |
| 3Y | +55.7% | +80.3% | -24.6% | +46.5% |
| 5Y | +21.5% | +143.3% | -121.7% | +11.1% |
| All | +67.1% | +663.9% | -596.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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