+33.9%
VZ vs FOXA
+90.3%
-56.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +7.1% | +2.3% | +4.8% | +6.7% |
| 3M | +12.8% | -2.8% | +15.7% | +12.9% |
| 6M | +1.8% | +9.6% | -7.8% | 0.0% |
| YTD | +30.0% | -9.9% | +39.9% | +31.2% |
| 1Y | +24.3% | +5.4% | +18.9% | +22.2% |
| 3Y | +84.3% | +115.3% | -31.0% | +59.2% |
| 5Y | +25.9% | +93.1% | -67.1% | +9.6% |
| All | +33.9% | +90.3% | -56.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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