+84.3%
VZ vs NVDL
+680.6%
-596.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.4% |
| 7D | +0.2% | +7.3% | -7.1% | +0.5% |
| 30D | +7.1% | -0.7% | +7.8% | +7.3% |
| 3M | +12.8% | +9.5% | +3.4% | +13.7% |
| 6M | +1.8% | +41.6% | -39.8% | +4.0% |
| YTD | +30.0% | +23.3% | +6.7% | +32.4% |
| 1Y | +24.3% | +40.3% | -16.0% | +27.6% |
| 3Y | +84.3% | +692.2% | -607.9% | +95.2% |
| All | +84.3% | +680.6% | -596.3% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling