+70.6%
VZ vs XLB
+166.1%
-95.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | +11.2% | +6.9% | +4.3% | +8.7% |
| 3M | 0.0% | -0.2% | +0.2% | 0.0% |
| 6M | +1.3% | +3.3% | -2.0% | -0.1% |
| YTD | +21.3% | +18.0% | +3.2% | +13.9% |
| 1Y | +23.9% | +24.2% | -0.3% | +14.3% |
| 3Y | +57.7% | +44.7% | +13.0% | +36.6% |
| 5Y | +21.2% | +31.6% | -10.4% | +7.6% |
| 10Y | +70.6% | +164.2% | -93.7% | +21.5% |
| All | +70.6% | +166.1% | -95.5% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling