+71.6%
VZ vs NSC
+303.9%
-232.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.9% | -3.5% | +4.5% | +1.7% |
| 30D | +8.9% | +3.9% | +5.0% | +8.0% |
| 3M | +0.1% | -0.8% | +0.9% | +0.2% |
| 6M | +1.9% | +7.1% | -5.2% | +0.2% |
| YTD | +22.0% | +16.4% | +5.6% | +17.8% |
| 1Y | +22.1% | +16.9% | +5.2% | +17.8% |
| 3Y | +58.7% | +78.4% | -19.7% | +37.7% |
| 5Y | +22.3% | +33.1% | -10.8% | +12.1% |
| 10Y | +71.6% | +299.9% | -228.2% | +36.3% |
| All | +71.6% | +303.9% | -232.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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