+55.9%
VZ vs NSC
+74.1%
-18.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | +2.1% | -6.6% | +8.8% | +3.2% |
| 30D | +1.4% | +2.2% | -0.8% | +1.1% |
| 3M | -1.3% | -6.2% | +4.9% | -0.3% |
| 6M | -0.5% | +1.7% | -2.2% | -0.9% |
| YTD | +19.6% | +12.2% | +7.4% | +17.5% |
| 1Y | +22.4% | +15.4% | +7.0% | +19.8% |
| 3Y | +55.9% | +73.3% | -17.5% | +46.4% |
| All | +55.9% | +74.1% | -18.2% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling