+70.6%
VZ vs RIG
-49.1%
+119.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.4% | -12.2% | +14.6% | +2.7% |
| 30D | +11.2% | -6.0% | +17.2% | +11.3% |
| 3M | 0.0% | -9.4% | +9.4% | +0.2% |
| 6M | +1.3% | -19.1% | +20.4% | +1.7% |
| YTD | +21.3% | +25.4% | -4.2% | +20.1% |
| 1Y | +23.9% | +23.3% | +0.6% | +22.8% |
| 3Y | +57.7% | -22.1% | +79.8% | +56.9% |
| 5Y | +21.2% | +50.1% | -28.9% | +16.7% |
| 10Y | +70.6% | -50.7% | +121.2% | +66.8% |
| All | +70.6% | -49.1% | +119.7% | +66.8% |
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