+64.4%
VZ vs NEM
+299.2%
-234.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -1.0% | +3.1% | -4.0% | -1.1% |
| 30D | +5.8% | +10.0% | -4.2% | +5.1% |
| 3M | +10.5% | +30.9% | -20.4% | +8.5% |
| 6M | +1.8% | +10.5% | -8.8% | +0.8% |
| YTD | +28.3% | +29.7% | -1.5% | +24.7% |
| 1Y | +22.0% | +71.1% | -49.2% | +15.1% |
| 3Y | +81.8% | +252.1% | -170.2% | +57.9% |
| 5Y | +25.3% | +157.7% | -132.4% | +11.1% |
| 10Y | +64.4% | +319.4% | -255.0% | +41.9% |
| All | +64.4% | +299.2% | -234.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NEM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling