+21.8%
VZ vs NEM
+120.8%
-99.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | +1.5% | -6.4% | +7.9% | +1.8% |
| 30D | +4.4% | +1.4% | +3.0% | +4.2% |
| 3M | -2.4% | -0.7% | -1.7% | -2.5% |
| 6M | +1.4% | -4.5% | +5.9% | +1.5% |
| YTD | +21.4% | +14.0% | +7.4% | +18.2% |
| 1Y | +20.3% | +27.3% | -7.0% | +15.5% |
| 3Y | +57.4% | +250.5% | -193.1% | +28.1% |
| All | +21.8% | +120.8% | -99.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling