+61.1%
VZ vs XHB
+204.2%
-143.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.0% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +7.1% | -9.1% | +16.2% | +9.0% |
| 3M | +12.8% | -2.3% | +15.1% | +13.0% |
| 6M | +1.8% | -4.1% | +5.9% | +2.1% |
| YTD | +30.0% | -1.7% | +31.7% | +29.5% |
| 1Y | +24.3% | -15.1% | +39.4% | +27.4% |
| 3Y | +84.3% | +26.8% | +57.5% | +70.0% |
| 5Y | +25.9% | +37.3% | -11.4% | +12.0% |
| 10Y | +61.1% | +205.7% | -144.6% | +20.8% |
| All | +61.1% | +204.2% | -143.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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