+58.2%
VZ vs NVDL
+318.8%
-260.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.9% |
| 7D | +0.9% | -26.2% | +27.1% | -0.4% |
| 30D | +8.9% | -43.2% | +52.2% | +6.3% |
| 3M | +0.1% | -40.5% | +40.7% | -1.9% |
| 6M | +1.9% | -45.4% | +47.3% | -0.1% |
| YTD | +22.0% | -30.5% | +52.5% | +21.4% |
| 1Y | +22.1% | -37.1% | +59.2% | +21.2% |
| All | +58.2% | +318.8% | -260.6% | +71.5% |
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 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