+25.2%
VZ vs NVDL
-23.5%
+48.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.1% | +8.1% | +1.4% |
| 7D | +6.9% | -14.0% | +21.0% | +5.3% |
| 30D | +2.3% | -31.2% | +33.4% | -1.4% |
| 3M | 0.0% | -15.5% | +15.5% | -1.1% |
| 6M | +0.2% | -10.3% | +10.5% | +1.0% |
| YTD | +20.9% | -5.8% | +26.7% | +23.6% |
| 1Y | +25.2% | -20.1% | +45.3% | +26.5% |
| All | +25.2% | -23.5% | +48.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling