+81.8%
VZ vs USAR
-13.4%
+95.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.2% |
| 30D | +10.6% | -30.3% | +40.8% | +10.4% |
| 3M | -0.6% | -54.7% | +54.1% | -0.9% |
| 6M | +0.7% | -67.5% | +68.3% | +0.6% |
| YTD | +20.6% | -26.4% | +47.0% | +20.4% |
| 1Y | +22.7% | -49.5% | +72.3% | +22.4% |
| 3Y | +57.2% | -14.5% | +71.7% | +57.5% |
| All | +81.8% | -13.4% | +95.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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