+354.2%
VZ vs UMC
+259.6%
+94.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.4% |
| 7D | +0.1% | +5.0% | -4.9% | -0.5% |
| 30D | +7.9% | +7.7% | +0.2% | +6.9% |
| 3M | +13.6% | +1.7% | +12.0% | +11.9% |
| 6M | +1.1% | +113.9% | -112.8% | -9.5% |
| YTD | +29.3% | +168.9% | -139.6% | +11.7% |
| 1Y | +21.2% | +207.2% | -186.0% | +2.8% |
| 3Y | +75.9% | +227.7% | -151.8% | +45.9% |
| 5Y | +24.1% | +118.0% | -94.0% | +6.3% |
| 10Y | +62.4% | +1,682.1% | -1,619.7% | -3.3% |
| All | +354.2% | +259.6% | +94.6% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling