+64.2%
VZ vs RNG
+255.8%
-191.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.8% |
| 7D | +2.1% | -11.3% | +13.5% | +2.6% |
| 30D | +1.4% | -5.7% | +7.1% | +1.5% |
| 3M | -1.3% | +16.8% | -18.0% | -2.0% |
| 6M | -0.5% | +58.5% | -59.0% | -2.8% |
| YTD | +19.6% | +151.3% | -131.7% | +14.5% |
| 1Y | +22.4% | +169.0% | -146.6% | +16.8% |
| 3Y | +55.9% | +156.9% | -101.0% | +47.6% |
| 5Y | +20.4% | -69.0% | +89.4% | +19.5% |
| All | +64.2% | +255.8% | -191.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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