+20.2%
VZ vs UMC
+64.2%
-44.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.8% |
| 7D | +2.1% | -17.0% | +19.1% | +1.7% |
| 30D | +1.4% | -40.6% | +42.0% | +0.1% |
| 3M | -1.3% | -27.9% | +26.6% | -2.2% |
| 6M | -0.5% | -7.5% | +6.9% | -2.1% |
| YTD | +19.6% | +79.3% | -59.7% | +16.0% |
| 1Y | +22.4% | +92.8% | -70.4% | +18.4% |
| 3Y | +55.9% | +108.2% | -52.3% | +49.0% |
| All | +20.2% | +64.2% | -44.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling