+66.6%
VZ vs NEM
+294.2%
-227.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +0.2% | +3.9% | -3.6% | 0.0% |
| 30D | +7.1% | +12.7% | -5.6% | +6.3% |
| 3M | +12.8% | +28.7% | -15.8% | +10.9% |
| 6M | +1.8% | +9.8% | -8.0% | +0.9% |
| YTD | +30.0% | +28.1% | +1.9% | +26.5% |
| 1Y | +24.3% | +69.3% | -45.0% | +17.4% |
| 3Y | +84.3% | +247.7% | -163.4% | +60.2% |
| 5Y | +25.9% | +153.4% | -127.4% | +11.8% |
| All | +66.6% | +294.2% | -227.6% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling