+559.7%
VZ vs NTAP
+21,390.5%
-20,830.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | -15.1% | +17.2% | +3.5% |
| 30D | +1.4% | -28.1% | +29.5% | +4.0% |
| 3M | -1.3% | -11.4% | +10.2% | -0.7% |
| 6M | -0.5% | +52.2% | -52.7% | -5.1% |
| YTD | +19.6% | +60.4% | -40.8% | +13.4% |
| 1Y | +22.4% | +51.0% | -28.6% | +16.5% |
| 3Y | +55.9% | +135.6% | -79.7% | +40.8% |
| 5Y | +20.4% | +107.5% | -87.1% | +9.3% |
| 10Y | +66.9% | +608.6% | -541.7% | +32.2% |
| All | +559.7% | +21,390.5% | -20,830.9% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling