+908.7%
VZ vs NEM
+454.8%
+454.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +2.1% | +13.4% | -11.3% | +1.6% |
| 30D | +1.4% | +6.5% | -5.1% | +1.0% |
| 3M | -1.3% | +14.9% | -16.2% | -2.0% |
| 6M | -0.5% | +5.5% | -6.0% | -1.0% |
| YTD | +19.6% | +21.9% | -2.2% | +17.8% |
| 1Y | +22.4% | +47.9% | -25.5% | +19.3% |
| 3Y | +55.9% | +238.2% | -182.3% | +44.9% |
| 5Y | +20.4% | +146.2% | -125.8% | +13.1% |
| 10Y | +66.9% | +309.3% | -242.4% | +52.3% |
| All | +908.7% | +454.8% | +454.0% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling