+65.5%
VZ vs UAL
+106.7%
-41.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.5% |
| 7D | +2.2% | +10.2% | -8.0% | +1.8% |
| 30D | +10.6% | +12.0% | -1.4% | +10.0% |
| 3M | -0.6% | -7.1% | +6.5% | -0.4% |
| 6M | +0.7% | +20.9% | -20.1% | -0.3% |
| YTD | +20.6% | +7.7% | +13.0% | +19.7% |
| 1Y | +22.7% | +23.6% | -0.8% | +20.9% |
| 3Y | +57.2% | +222.6% | -165.3% | +44.4% |
| 5Y | +21.4% | +127.9% | -106.6% | +12.4% |
| 10Y | +65.5% | +100.2% | -34.7% | +46.6% |
| All | +65.5% | +106.7% | -41.2% | +46.6% |
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