+82.8%
VZ vs USAR
-21.7%
+104.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.5% |
| 7D | +2.4% | -9.1% | +11.4% | +2.3% |
| 30D | +11.2% | -36.9% | +48.1% | +11.0% |
| 3M | 0.0% | -58.4% | +58.4% | -0.3% |
| 6M | +1.3% | -70.6% | +71.9% | +1.1% |
| YTD | +21.3% | -33.4% | +54.7% | +21.0% |
| 1Y | +23.9% | -54.0% | +78.0% | +23.6% |
| 3Y | +57.7% | -22.7% | +80.3% | +57.9% |
| All | +82.8% | -21.7% | +104.5% | +75.2% |
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