+990.1%
VZ vs UL
+2,661.1%
-1,671.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +7.9% | +0.5% | +7.4% | +7.7% |
| 3M | +13.6% | +17.6% | -4.0% | +8.1% |
| 6M | +1.1% | -5.4% | +6.5% | +2.4% |
| YTD | +29.3% | +0.7% | +28.6% | +28.5% |
| 1Y | +21.2% | -9.3% | +30.5% | +24.1% |
| 3Y | +75.9% | +24.5% | +51.4% | +62.7% |
| 5Y | +24.1% | +23.2% | +0.9% | +13.4% |
| 10Y | +62.4% | +64.5% | -2.1% | +32.4% |
| All | +990.1% | +2,661.1% | -1,671.0% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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