+20.2%
VZ vs NVTS
-42.8%
+63.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.5% | -10.5% | -0.9% |
| 7D | +2.1% | +1.5% | +0.6% | +2.2% |
| 30D | +1.4% | -23.8% | +25.2% | +1.2% |
| 3M | -1.3% | -30.6% | +29.3% | -1.4% |
| 6M | -0.5% | -48.4% | +47.9% | -0.8% |
| YTD | +19.6% | +20.6% | -0.9% | +19.7% |
| 1Y | +22.4% | -2.5% | +24.9% | +22.4% |
| 3Y | +55.9% | +44.0% | +11.9% | +58.8% |
| All | +20.2% | -42.8% | +63.0% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling