+59.8%
VZ vs NVDL
+1,259.0%
-1,199.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.6% |
| 7D | +1.5% | -24.8% | +26.3% | +0.2% |
| 30D | +4.4% | -48.0% | +52.4% | +1.6% |
| 3M | -2.4% | -51.5% | +49.2% | -5.0% |
| 6M | +1.4% | -54.9% | +56.3% | -1.2% |
| YTD | +21.4% | -39.2% | +60.6% | +20.1% |
| 1Y | +20.3% | -41.1% | +61.4% | +19.0% |
| 3Y | +57.4% | +262.9% | -205.6% | +68.8% |
| All | +59.8% | +1,259.0% | -1,199.1% | +82.4% |
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