+64.9%
VZ vs NTRS
+259.9%
-195.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +0.9% | +1.4% | -0.4% | +0.7% |
| 30D | +7.7% | -0.7% | +8.4% | +7.8% |
| 3M | +9.7% | +11.3% | -1.7% | +7.2% |
| 6M | +3.1% | +35.5% | -32.4% | -3.4% |
| YTD | +30.5% | +40.6% | -10.1% | +20.9% |
| 1Y | +22.5% | +49.2% | -26.7% | +11.9% |
| 3Y | +82.4% | +167.2% | -84.9% | +44.0% |
| 5Y | +28.0% | +94.9% | -66.9% | +6.4% |
| All | +64.9% | +259.9% | -195.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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