+25.2%
VZ vs NTAP
+66.6%
-41.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.9% |
| 7D | +6.9% | -16.1% | +23.0% | +5.5% |
| 30D | +2.3% | -15.9% | +18.2% | +1.0% |
| 3M | 0.0% | -1.2% | +1.3% | -0.5% |
| 6M | +0.2% | +70.1% | -69.8% | +2.7% |
| YTD | +20.9% | +77.9% | -57.0% | +25.1% |
| 1Y | +25.2% | +68.1% | -42.9% | +29.0% |
| All | +25.2% | +66.6% | -41.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling