+213.8%
VZ vs URA
-53.7%
+267.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.3% |
| 7D | +5.6% | -13.3% | +18.9% | +6.8% |
| 30D | +1.9% | -25.9% | +27.7% | +4.1% |
| 3M | +0.8% | -27.8% | +28.6% | +3.1% |
| 6M | +0.6% | -42.8% | +43.5% | +4.7% |
| YTD | +20.8% | -27.5% | +48.3% | +21.9% |
| 1Y | +23.9% | -35.1% | +59.1% | +26.3% |
| 3Y | +55.7% | +31.1% | +24.6% | +43.5% |
| 5Y | +21.5% | +29.8% | -8.2% | +10.0% |
| 10Y | +68.5% | +265.1% | -196.7% | +24.5% |
| All | +213.8% | -53.7% | +267.5% | +196.8% |
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