+26.4%
VZ vs NTRS
+88.8%
-62.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -1.2% | +0.3% | -1.6% | -1.3% |
| 30D | +5.7% | +0.2% | +5.6% | +5.7% |
| 3M | +8.2% | +13.2% | -5.0% | +6.0% |
| 6M | +1.7% | +36.9% | -35.2% | -3.8% |
| YTD | +28.9% | +39.1% | -10.3% | +21.1% |
| 1Y | +22.7% | +50.4% | -27.7% | +13.4% |
| 3Y | +82.7% | +166.8% | -84.1% | +47.2% |
| 5Y | +26.4% | +92.9% | -66.5% | +6.7% |
| All | +26.4% | +88.8% | -62.3% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling