+612.9%
VZ vs NTAP
+23,420.6%
-22,807.8%
-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% | -1.0% | -0.9% |
| 7D | +0.1% | -0.8% | +0.8% | +0.1% |
| 30D | +7.9% | -0.5% | +8.4% | +7.9% |
| 3M | +13.6% | +4.1% | +9.6% | +13.0% |
| 6M | +1.1% | +88.0% | -86.9% | -5.0% |
| YTD | +29.3% | +75.6% | -46.3% | +22.0% |
| 1Y | +21.2% | +58.9% | -37.7% | +15.3% |
| 3Y | +75.9% | +153.6% | -77.7% | +58.5% |
| 5Y | +24.1% | +127.6% | -103.6% | +12.2% |
| 10Y | +62.4% | +580.4% | -518.0% | +29.6% |
| All | +612.9% | +23,420.6% | -22,807.8% | +328.7% |
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