+64.4%
VZ vs NI
+136.8%
-72.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.0% | +1.3% | -2.2% | -1.4% |
| 30D | +5.8% | -0.3% | +6.0% | +5.8% |
| 3M | +10.5% | -9.5% | +20.0% | +14.3% |
| 6M | +1.8% | -10.2% | +12.0% | +5.5% |
| YTD | +28.3% | +1.8% | +26.5% | +27.1% |
| 1Y | +22.0% | +5.7% | +16.3% | +19.0% |
| 3Y | +81.8% | +69.6% | +12.2% | +48.3% |
| 5Y | +25.3% | +95.8% | -70.4% | -3.3% |
| 10Y | +64.4% | +145.1% | -80.7% | +13.8% |
| All | +64.4% | +136.8% | -72.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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