+61.1%
VZ vs UMC
+1,742.7%
-1,681.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.5% | +0.5% |
| 7D | +0.2% | +6.6% | -6.4% | +0.2% |
| 30D | +7.1% | +16.6% | -9.4% | +7.1% |
| 3M | +12.8% | +11.0% | +1.8% | +12.4% |
| 6M | +1.8% | +131.3% | -129.5% | 0.0% |
| YTD | +30.0% | +182.5% | -152.5% | +26.8% |
| 1Y | +24.3% | +222.3% | -197.9% | +20.8% |
| 3Y | +84.3% | +253.0% | -168.7% | +77.9% |
| 5Y | +25.9% | +141.8% | -115.9% | +21.6% |
| 10Y | +61.1% | +1,772.2% | -1,711.1% | +39.1% |
| All | +61.1% | +1,742.7% | -1,681.6% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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