+21.5%
VZ vs URA
+27.0%
-5.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.1% |
| 7D | +5.6% | -13.3% | +18.9% | +5.7% |
| 30D | +1.9% | -25.9% | +27.7% | +2.1% |
| 3M | +0.8% | -27.8% | +28.6% | +1.0% |
| 6M | +0.6% | -42.8% | +43.5% | +1.4% |
| YTD | +20.8% | -27.5% | +48.3% | +20.0% |
| 1Y | +23.9% | -35.1% | +59.1% | +23.8% |
| 3Y | +55.7% | +31.1% | +24.6% | +45.2% |
| 5Y | +21.5% | +29.8% | -8.2% | +10.9% |
| All | +21.5% | +27.0% | -5.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling