+65.5%
VZ vs NOC
+170.6%
-105.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | -5.8% | +8.0% | +3.3% |
| 30D | +1.4% | +10.9% | -9.5% | -0.8% |
| 3M | -1.3% | -7.1% | +5.8% | 0.0% |
| 6M | -0.5% | -5.3% | +4.8% | +0.2% |
| YTD | +19.6% | -6.8% | +26.4% | +20.1% |
| 1Y | +22.4% | -6.7% | +29.1% | +22.8% |
| 3Y | +55.9% | +17.2% | +38.7% | +47.3% |
| 5Y | +20.4% | +56.3% | -35.9% | +3.8% |
| All | +65.5% | +170.6% | -105.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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