+57.3%
VZ vs USAR
-27.6%
+84.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.5% | +9.4% | -0.2% |
| 7D | +5.6% | -29.5% | +35.1% | +5.5% |
| 30D | +1.9% | -46.0% | +47.9% | +1.6% |
| 3M | +0.8% | -56.8% | +57.5% | +0.5% |
| 6M | +0.6% | -72.9% | +73.6% | +0.4% |
| YTD | +20.8% | -37.6% | +58.4% | +20.4% |
| 1Y | +23.9% | -56.0% | +79.9% | +23.5% |
| All | +57.3% | -27.6% | +84.9% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling