+65.5%
VZ vs URA
+307.1%
-241.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.6% |
| 7D | +2.2% | +4.3% | -2.0% | +2.1% |
| 30D | +10.6% | -11.7% | +22.3% | +11.1% |
| 3M | -0.6% | -23.5% | +22.9% | +0.4% |
| 6M | +0.7% | -37.8% | +38.5% | +2.7% |
| YTD | +20.6% | -19.6% | +40.2% | +20.4% |
| 1Y | +22.7% | -24.8% | +47.5% | +22.9% |
| 3Y | +57.2% | +47.0% | +10.3% | +46.2% |
| 5Y | +21.4% | +35.4% | -14.0% | +12.0% |
| 10Y | +65.5% | +302.3% | -236.8% | +24.2% |
| All | +65.5% | +307.1% | -241.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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