+26.4%
VZ vs NYT
+39.3%
-12.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | +5.7% | +4.5% | +1.3% | +5.3% |
| 3M | +8.2% | -8.5% | +16.8% | +9.0% |
| 6M | +1.7% | -15.1% | +16.8% | +2.9% |
| YTD | +28.9% | -3.3% | +32.1% | +28.7% |
| 1Y | +22.7% | +17.0% | +5.8% | +20.3% |
| 3Y | +82.7% | +55.7% | +27.0% | +71.9% |
| 5Y | +26.4% | +38.9% | -12.5% | +13.0% |
| All | +26.4% | +39.3% | -12.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling