+235.9%
VZ vs URA
-31.1%
+267.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +7.9% | +7.4% | +0.5% | +7.2% |
| 3M | +13.6% | -8.4% | +22.0% | +14.2% |
| 6M | +1.1% | -12.7% | +13.8% | +1.7% |
| YTD | +29.3% | +7.8% | +21.5% | +26.7% |
| 1Y | +21.2% | +19.5% | +1.8% | +16.9% |
| 3Y | +75.9% | +116.4% | -40.5% | +55.2% |
| 5Y | +24.1% | +134.3% | -110.2% | +5.7% |
| 10Y | +62.4% | +359.3% | -296.9% | +19.7% |
| All | +235.9% | -31.1% | +267.0% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling