+50.1%
VZ vs NTR
+103.7%
-53.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +5.8% | +21.7% | -16.0% | +3.3% |
| 3M | +10.5% | +22.8% | -12.3% | +7.7% |
| 6M | +1.8% | +8.2% | -6.4% | +0.5% |
| YTD | +28.3% | +32.9% | -4.7% | +23.3% |
| 1Y | +22.0% | +45.3% | -23.4% | +15.7% |
| 3Y | +81.8% | +41.7% | +40.2% | +71.7% |
| 5Y | +25.3% | +49.8% | -24.5% | +13.9% |
| All | +50.1% | +103.7% | -53.6% | +23.0% |
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