+25.2%
VZ vs XLB
+29.8%
-4.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.7% |
| 7D | +6.9% | +3.9% | +3.0% | +6.4% |
| 30D | +2.3% | +8.9% | -6.6% | +1.3% |
| 3M | 0.0% | +4.1% | -4.1% | -0.4% |
| 6M | +0.2% | +7.3% | -7.1% | -0.4% |
| YTD | +20.9% | +20.4% | +0.5% | +17.5% |
| 1Y | +25.2% | +29.5% | -4.3% | +18.2% |
| All | +25.2% | +29.8% | -4.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling