+70.6%
VZ vs NTAP
+575.4%
-504.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.4% | -7.8% | +10.1% | +2.9% |
| 30D | +11.2% | -25.8% | +37.0% | +13.6% |
| 3M | 0.0% | -11.2% | +11.2% | +0.4% |
| 6M | +1.3% | +49.9% | -48.6% | -3.6% |
| YTD | +21.3% | +66.9% | -45.6% | +13.8% |
| 1Y | +23.9% | +58.8% | -34.9% | +16.9% |
| 3Y | +57.7% | +140.8% | -83.1% | +38.3% |
| 5Y | +21.2% | +115.0% | -93.8% | +6.8% |
| 10Y | +70.6% | +570.8% | -500.2% | +31.3% |
| All | +70.6% | +575.4% | -504.9% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling