+42.6%
VZ vs NTR
+81.1%
-38.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | +6.9% | +2.2% | +4.7% | +6.7% |
| 3M | +0.6% | +6.8% | -6.2% | -0.2% |
| 6M | +0.3% | +0.6% | -0.3% | +0.1% |
| YTD | +21.9% | +18.2% | +3.7% | +18.8% |
| 1Y | +21.7% | +21.3% | +0.4% | +18.1% |
| 3Y | +58.5% | +46.6% | +11.9% | +48.7% |
| 5Y | +22.4% | +21.3% | +1.2% | +14.7% |
| All | +42.6% | +81.1% | -38.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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