+83.0%
VZ vs USAR
-19.4%
+102.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.5% |
| 30D | +4.4% | -20.9% | +25.3% | +4.3% |
| 3M | -2.4% | -56.2% | +53.8% | -2.6% |
| 6M | +1.4% | -67.9% | +69.3% | +1.2% |
| YTD | +21.4% | -31.4% | +52.8% | +21.1% |
| 1Y | +20.3% | -45.1% | +65.3% | +20.0% |
| 3Y | +57.4% | -20.3% | +77.7% | +57.6% |
| All | +83.0% | -19.4% | +102.4% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling