+65.5%
VZ vs RIG
-46.5%
+112.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +2.2% | -17.0% | +19.3% | +2.7% |
| 30D | +10.6% | -6.2% | +16.8% | +10.7% |
| 3M | -0.6% | -1.7% | +1.1% | -0.7% |
| 6M | +0.7% | -19.2% | +20.0% | +1.1% |
| YTD | +20.6% | +25.2% | -4.6% | +19.5% |
| 1Y | +22.7% | +29.9% | -7.2% | +21.4% |
| 3Y | +57.2% | -21.3% | +78.5% | +56.4% |
| 5Y | +21.4% | +40.5% | -19.1% | +17.1% |
| 10Y | +65.5% | -49.6% | +115.1% | +62.3% |
| All | +65.5% | -46.5% | +112.0% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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