+20.4%
VZ vs RRX
+7.7%
+12.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.0% |
| 7D | +2.1% | +7.5% | -5.4% | +2.0% |
| 30D | +1.4% | +3.0% | -1.6% | +1.3% |
| 3M | -1.3% | -5.3% | +4.1% | -1.1% |
| 6M | -0.5% | -26.6% | +26.1% | +0.2% |
| YTD | +19.6% | +21.2% | -1.5% | +17.7% |
| 1Y | +22.4% | +25.9% | -3.6% | +20.1% |
| 3Y | +55.9% | +71.7% | -15.8% | +46.4% |
| All | +20.4% | +7.7% | +12.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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