+25.9%
VZ vs RNG
-70.8%
+96.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +7.1% | +11.4% | -4.3% | +6.6% |
| 3M | +12.8% | +72.1% | -59.3% | +10.1% |
| 6M | +1.8% | +67.9% | -66.1% | -0.8% |
| YTD | +30.0% | +144.3% | -114.4% | +24.5% |
| 1Y | +24.3% | +117.5% | -93.2% | +19.5% |
| 3Y | +84.3% | +123.9% | -39.6% | +74.9% |
| 5Y | +25.9% | -70.1% | +96.0% | +20.8% |
| All | +25.9% | -70.8% | +96.7% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling