+71.6%
VZ vs URA
+277.9%
-206.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +0.9% | +2.9% | -1.9% | +0.8% |
| 30D | +8.9% | -10.8% | +19.7% | +9.4% |
| 3M | +0.1% | -25.5% | +25.6% | +1.3% |
| 6M | +1.9% | -41.2% | +43.1% | +4.3% |
| YTD | +22.0% | -21.3% | +43.3% | +21.9% |
| 1Y | +22.1% | -25.7% | +47.8% | +22.3% |
| 3Y | +58.7% | +43.1% | +15.6% | +47.6% |
| 5Y | +22.3% | +35.6% | -13.3% | +12.6% |
| 10Y | +71.6% | +281.3% | -209.7% | +24.2% |
| All | +71.6% | +277.9% | -206.3% | +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