+71.8%
VZ vs NVDL
+2,476.2%
-2,404.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.9% | -10.3% | +11.3% | +0.5% |
| 30D | +7.7% | -7.1% | +14.8% | +7.5% |
| 3M | +9.7% | +6.6% | +3.1% | +10.4% |
| 6M | +3.1% | +21.1% | -18.0% | +4.6% |
| YTD | +30.5% | +15.2% | +15.3% | +32.5% |
| 1Y | +22.5% | +18.8% | +3.7% | +24.9% |
| 3Y | +82.4% | +649.9% | -567.5% | +101.2% |
| All | +71.8% | +2,476.2% | -2,404.4% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling