+38.6%
VZ vs UMAC
+195.7%
-157.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.2% |
| 7D | +0.9% | +10.1% | -9.2% | +1.0% |
| 30D | +6.9% | -39.1% | +46.1% | +6.6% |
| 3M | +0.6% | -56.2% | +56.9% | +0.1% |
| 6M | +0.3% | -16.2% | +16.5% | +0.3% |
| YTD | +21.9% | -7.1% | +29.0% | +21.8% |
| 1Y | +21.7% | +10.3% | +11.4% | +21.6% |
| All | +38.6% | +195.7% | -157.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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