+323.7%
VZ vs UMC
+157.8%
+165.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | 0.0% |
| 7D | +2.2% | -9.2% | +11.4% | +3.1% |
| 30D | +10.6% | -35.1% | +45.7% | +15.4% |
| 3M | -0.6% | -20.5% | +19.9% | +1.0% |
| 6M | +0.7% | -1.7% | +2.5% | -1.7% |
| YTD | +20.6% | +92.8% | -72.2% | +7.3% |
| 1Y | +22.7% | +104.5% | -81.8% | +8.3% |
| 3Y | +57.2% | +129.8% | -72.6% | +34.7% |
| 5Y | +21.4% | +74.0% | -52.6% | +5.7% |
| 10Y | +65.5% | +1,198.4% | -1,132.9% | +1.3% |
| All | +323.7% | +157.8% | +165.9% | +144.8% |
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