+927.7%
VZ vs NYT
+820.4%
+107.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +0.9% | +9.0% | -8.1% | -0.5% |
| 30D | +6.9% | +6.8% | +0.1% | +5.7% |
| 3M | +0.6% | +12.1% | -11.5% | -1.4% |
| 6M | +0.3% | -7.7% | +8.1% | +1.1% |
| YTD | +21.9% | +4.2% | +17.7% | +20.2% |
| 1Y | +21.7% | +14.3% | +7.3% | +18.1% |
| 3Y | +58.5% | +69.8% | -11.3% | +42.8% |
| 5Y | +22.4% | +57.7% | -35.2% | +9.8% |
| 10Y | +71.4% | +538.7% | -467.3% | +15.1% |
| All | +927.7% | +820.4% | +107.3% | +442.6% |
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