+990.1%
VZ vs NYT
+763.5%
+226.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +7.9% | +2.7% | +5.1% | +7.4% |
| 3M | +13.6% | -10.3% | +24.0% | +15.3% |
| 6M | +1.1% | -16.6% | +17.7% | +3.5% |
| YTD | +29.3% | -2.3% | +31.6% | +29.0% |
| 1Y | +21.2% | +15.0% | +6.2% | +17.7% |
| 3Y | +75.9% | +57.1% | +18.8% | +60.6% |
| 5Y | +24.1% | +37.2% | -13.1% | +13.8% |
| 10Y | +62.4% | +464.3% | -402.0% | +11.4% |
| All | +990.1% | +763.5% | +226.6% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling