+71.6%
VZ vs UAL
+97.8%
-26.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +0.9% | +2.3% | -1.3% | +0.8% |
| 30D | +8.9% | +13.3% | -4.4% | +8.3% |
| 3M | +0.1% | -6.3% | +6.4% | +0.3% |
| 6M | +1.9% | +22.5% | -20.6% | +0.8% |
| YTD | +22.0% | +5.9% | +16.2% | +21.1% |
| 1Y | +22.1% | +24.7% | -2.5% | +20.2% |
| 3Y | +58.7% | +211.6% | -152.9% | +46.0% |
| 5Y | +22.3% | +130.6% | -108.2% | +13.2% |
| 10Y | +71.6% | +96.5% | -24.8% | +55.0% |
| All | +71.6% | +97.8% | -26.1% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling