+79.2%
VZ vs NYT
+55.6%
+23.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.9% |
| 30D | +5.8% | +2.8% | +3.0% | +5.6% |
| 3M | +10.5% | -9.2% | +19.7% | +11.0% |
| 6M | +1.8% | -17.1% | +18.9% | +2.6% |
| YTD | +28.3% | -3.2% | +31.5% | +28.1% |
| 1Y | +22.0% | +15.7% | +6.3% | +20.4% |
| All | +79.2% | +55.6% | +23.7% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling