+97.4%
VZ vs RNG
+338.4%
-241.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | +8.9% | -3.8% | +12.7% | +9.0% |
| 3M | +0.1% | +18.6% | -18.4% | -0.8% |
| 6M | +1.9% | +69.2% | -67.3% | -0.9% |
| YTD | +22.0% | +161.9% | -139.9% | +16.0% |
| 1Y | +22.1% | +176.2% | -154.1% | +15.8% |
| 3Y | +58.7% | +174.5% | -115.8% | +48.9% |
| 5Y | +22.3% | -71.9% | +94.2% | +23.3% |
| 10Y | +71.6% | +235.4% | -163.8% | +46.8% |
| All | +97.4% | +338.4% | -241.0% | +67.4% |
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