+20.2%
VZ vs NEM
+144.1%
-123.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +2.1% | +13.4% | -11.3% | +1.5% |
| 30D | +1.4% | +6.5% | -5.1% | +1.0% |
| 3M | -1.3% | +14.9% | -16.2% | -2.2% |
| 6M | -0.5% | +5.5% | -6.0% | -1.0% |
| YTD | +19.6% | +21.9% | -2.2% | +16.2% |
| 1Y | +22.4% | +47.9% | -25.5% | +16.0% |
| 3Y | +55.9% | +238.2% | -182.3% | +28.6% |
| All | +20.2% | +144.1% | -123.9% | -0.1% |
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