+60.5%
VZ vs NVDL
+1,315.4%
-1,254.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | -0.5% |
| 7D | +0.9% | -17.5% | +18.4% | +0.1% |
| 30D | +6.9% | -49.2% | +56.2% | +4.0% |
| 3M | +0.6% | -49.0% | +49.6% | -1.9% |
| 6M | +0.3% | -50.9% | +51.2% | -1.9% |
| YTD | +21.9% | -36.7% | +58.6% | +20.8% |
| 1Y | +21.7% | -43.0% | +64.7% | +20.4% |
| 3Y | +58.5% | +281.1% | -222.6% | +70.3% |
| All | +60.5% | +1,315.4% | -1,254.9% | +83.5% |
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 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