+94.9%
VZ vs USAR
+74.0%
+20.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | +7.9% | +2.6% | +5.3% | +7.9% |
| 3M | +13.6% | -35.0% | +48.7% | +13.7% |
| 6M | +1.1% | -6.9% | +8.0% | +1.1% |
| YTD | +29.3% | +48.0% | -18.7% | +29.4% |
| 1Y | +21.2% | +24.8% | -3.6% | +21.4% |
| 3Y | +75.9% | +73.2% | +2.7% | +74.2% |
| All | +94.9% | +74.0% | +20.9% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling