+990.1%
VZ vs RRC
+1,202.2%
-212.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +7.9% | +10.1% | -2.2% | +7.4% |
| 3M | +13.6% | +4.0% | +9.6% | +13.4% |
| 6M | +1.1% | +1.6% | -0.5% | +0.9% |
| YTD | +29.3% | +19.7% | +9.6% | +28.1% |
| 1Y | +21.2% | +21.4% | -0.2% | +19.9% |
| 3Y | +75.9% | +29.7% | +46.2% | +72.5% |
| 5Y | +24.1% | +153.9% | -129.8% | +16.6% |
| 10Y | +62.4% | +10.8% | +51.6% | +51.1% |
| All | +990.1% | +1,202.2% | -212.1% | +818.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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