+14,546.7%
NVDA vs VZ
+67.5%
+14,479.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -5.1% | +0.9% | -6.1% | -5.2% |
| 30D | -2.5% | +7.7% | -10.2% | -3.1% |
| 3M | +6.7% | +9.7% | -3.0% | +5.8% |
| 6M | +17.6% | +3.1% | +14.5% | +17.3% |
| YTD | +17.3% | +30.5% | -13.2% | +13.5% |
| 1Y | +23.5% | +22.5% | +1.0% | +20.5% |
| 3Y | +384.6% | +82.4% | +302.3% | +318.0% |
| 5Y | +875.4% | +28.0% | +847.4% | +835.5% |
| All | +14,546.7% | +67.5% | +14,479.2% | +13,105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling