+65.5%
VZ vs XLB
+173.6%
-108.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.7% |
| 30D | +10.6% | +7.1% | +3.5% | +8.1% |
| 3M | -0.6% | +0.6% | -1.2% | -0.9% |
| 6M | +0.7% | +3.5% | -2.7% | -0.6% |
| YTD | +20.6% | +18.2% | +2.4% | +13.2% |
| 1Y | +22.7% | +25.6% | -2.9% | +12.8% |
| 3Y | +57.2% | +46.7% | +10.6% | +35.6% |
| 5Y | +21.4% | +30.9% | -9.5% | +8.0% |
| 10Y | +65.5% | +167.7% | -102.2% | +20.8% |
| All | +65.5% | +173.6% | -108.1% | +20.8% |
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