+27.5%
VZ vs NVTS
-14.2%
+41.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +0.2% | +9.7% | -9.5% | +0.3% |
| 30D | +7.1% | -13.6% | +20.7% | +7.0% |
| 3M | +12.8% | -51.0% | +63.8% | +12.6% |
| 6M | +1.8% | +46.3% | -44.5% | +2.0% |
| YTD | +30.0% | +68.1% | -38.1% | +30.3% |
| 1Y | +24.3% | +113.9% | -89.6% | +24.9% |
| 3Y | +84.3% | +45.3% | +39.0% | +89.0% |
| All | +27.5% | -14.2% | +41.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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