+95.2%
VZ vs RNG
+324.9%
-229.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | +2.2% | -6.2% | +8.5% | +2.5% |
| 30D | +10.6% | -8.0% | +18.6% | +10.9% |
| 3M | -0.6% | +15.7% | -16.3% | -1.4% |
| 6M | +0.7% | +60.3% | -59.6% | -1.8% |
| YTD | +20.6% | +153.8% | -133.2% | +14.8% |
| 1Y | +22.7% | +172.2% | -149.4% | +16.5% |
| 3Y | +57.2% | +174.8% | -117.6% | +47.5% |
| 5Y | +21.4% | -68.6% | +90.0% | +21.7% |
| 10Y | +65.5% | +248.2% | -182.7% | +41.1% |
| All | +95.2% | +324.9% | -229.7% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling