+908.7%
VZ vs NI
+5,476.3%
-4,567.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +2.1% | -0.9% | +3.1% | +2.5% |
| 30D | +1.4% | +9.6% | -8.3% | -1.8% |
| 3M | -1.3% | +2.5% | -3.7% | -2.2% |
| 6M | -0.5% | -5.8% | +5.3% | +1.3% |
| YTD | +19.6% | +8.6% | +11.1% | +16.0% |
| 1Y | +22.4% | +6.0% | +16.4% | +19.5% |
| 3Y | +55.9% | +91.0% | -35.1% | +23.5% |
| 5Y | +20.4% | +104.8% | -84.4% | -7.6% |
| 10Y | +66.9% | +176.7% | -109.8% | +11.7% |
| All | +908.7% | +5,476.3% | -4,567.6% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling