+65.5%
VZ vs URA
+278.3%
-212.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.1% |
| 7D | +2.1% | -4.1% | +6.3% | +2.3% |
| 30D | +1.4% | -19.0% | +20.4% | +2.2% |
| 3M | -1.3% | -25.1% | +23.9% | -0.2% |
| 6M | -0.5% | -44.5% | +44.0% | +2.0% |
| YTD | +19.6% | -24.3% | +44.0% | +19.7% |
| 1Y | +22.4% | -28.1% | +50.5% | +22.7% |
| 3Y | +55.9% | +40.7% | +15.2% | +45.0% |
| 5Y | +20.4% | +35.5% | -15.1% | +10.7% |
| All | +65.5% | +278.3% | -212.7% | +25.5% |
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