+70.2%
VZ vs NVDL
+2,772.7%
-2,702.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.8% |
| 7D | +0.1% | +11.7% | -11.6% | +0.6% |
| 30D | +7.9% | +7.8% | +0.1% | +8.4% |
| 3M | +13.6% | +3.3% | +10.3% | +14.3% |
| 6M | +1.1% | +38.9% | -37.8% | +3.2% |
| YTD | +29.3% | +28.5% | +0.8% | +31.9% |
| 1Y | +21.2% | +40.6% | -19.4% | +24.4% |
| 3Y | +75.9% | +648.7% | -572.8% | +94.2% |
| All | +70.2% | +2,772.7% | -2,702.4% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling