+84.3%
VZ vs NTR
+42.0%
+42.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +0.2% | +3.8% | -3.6% | 0.0% |
| 30D | +7.1% | +25.2% | -18.1% | +5.6% |
| 3M | +12.8% | +21.0% | -8.2% | +11.4% |
| 6M | +1.8% | +7.6% | -5.8% | +1.2% |
| YTD | +30.0% | +32.9% | -2.9% | +26.9% |
| 1Y | +24.3% | +43.1% | -18.7% | +20.5% |
| 3Y | +84.3% | +41.6% | +42.7% | +80.9% |
| All | +84.3% | +42.0% | +42.3% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling