+908.7%
VZ vs NOC
+16,780.9%
-15,872.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.1% | -5.8% | +8.0% | +3.4% |
| 30D | +1.4% | +10.9% | -9.5% | -0.9% |
| 3M | -1.3% | -7.1% | +5.8% | +0.1% |
| 6M | -0.5% | -5.3% | +4.8% | +0.3% |
| YTD | +19.6% | -6.8% | +26.4% | +20.4% |
| 1Y | +22.4% | -6.7% | +29.1% | +23.0% |
| 3Y | +55.9% | +17.2% | +38.7% | +47.7% |
| 5Y | +20.4% | +56.3% | -35.9% | +5.5% |
| 10Y | +66.9% | +173.7% | -106.8% | +26.5% |
| All | +908.7% | +16,780.9% | -15,872.2% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling