+19.7%
VZ vs NVTS
-28.0%
+47.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.7% | +0.7% |
| 7D | +0.9% | +7.9% | -7.0% | +1.0% |
| 30D | +8.9% | +0.8% | +8.1% | +9.0% |
| 3M | +0.1% | -26.0% | +26.1% | 0.0% |
| 6M | +1.9% | -55.5% | +57.4% | +1.7% |
| YTD | +22.0% | +41.0% | -19.0% | +22.3% |
| 1Y | +22.1% | +10.4% | +11.7% | +22.3% |
| 3Y | +58.7% | +60.9% | -2.2% | +62.0% |
| 5Y | +22.3% | -42.8% | +65.1% | +19.5% |
| All | +19.7% | -28.0% | +47.6% | +16.4% |
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