+36.1%
VZ vs UMAC
+197.5%
-161.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -0.8% |
| 7D | +2.1% | -23.4% | +25.5% | +2.0% |
| 30D | +1.4% | -45.6% | +47.0% | +1.0% |
| 3M | -1.3% | -50.9% | +49.6% | -1.7% |
| 6M | -0.5% | -16.5% | +16.0% | -0.6% |
| YTD | +19.6% | -6.6% | +26.2% | +19.6% |
| 1Y | +22.4% | +10.7% | +11.7% | +22.3% |
| All | +36.1% | +197.5% | -161.4% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling