+57.3%
VZ vs URA
+30.2%
+27.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.5% |
| 7D | +5.6% | -13.3% | +18.9% | +4.7% |
| 30D | +1.9% | -25.9% | +27.7% | +0.1% |
| 3M | +0.8% | -27.8% | +28.6% | -1.0% |
| 6M | +0.6% | -42.8% | +43.5% | -2.0% |
| YTD | +20.8% | -27.5% | +48.3% | +18.6% |
| 1Y | +23.9% | -35.1% | +59.1% | +21.4% |
| All | +57.3% | +30.2% | +27.1% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling