+23.3%
VZ vs FOXA
+94.4%
-71.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +2.1% | +5.4% | -3.2% | +1.3% |
| 30D | +1.4% | +6.3% | -4.9% | +0.5% |
| 3M | -1.3% | +8.3% | -9.6% | -2.4% |
| 6M | -0.5% | +7.6% | -8.1% | -2.1% |
| YTD | +19.6% | -7.9% | +27.6% | +20.4% |
| 1Y | +22.4% | +2.4% | +20.0% | +21.1% |
| 3Y | +55.9% | +120.3% | -64.5% | +34.3% |
| 5Y | +20.4% | +71.0% | -50.6% | +6.9% |
| All | +23.3% | +94.4% | -71.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling