+16.9%
VZ vs AUR
-36.6%
+53.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.1% | +8.7% | -8.7% | +0.1% |
| 30D | +7.9% | -5.2% | +13.1% | +7.9% |
| 3M | +13.6% | -7.3% | +21.0% | +13.7% |
| 6M | +1.1% | +41.2% | -40.1% | +1.1% |
| YTD | +29.3% | +65.1% | -35.8% | +29.2% |
| 1Y | +21.2% | +13.4% | +7.8% | +21.3% |
| 3Y | +75.9% | +98.1% | -22.2% | +72.8% |
| 5Y | +24.1% | -36.0% | +60.1% | +16.2% |
| All | +16.9% | -36.6% | +53.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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