+58.2%
VZ vs XLB
+46.0%
+12.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.9% | -1.6% | +2.6% | +1.3% |
| 30D | +8.9% | +7.2% | +1.7% | +7.2% |
| 3M | +0.1% | 0.0% | +0.1% | +0.1% |
| 6M | +1.9% | +2.3% | -0.4% | +1.2% |
| YTD | +22.0% | +18.4% | +3.6% | +16.2% |
| 1Y | +22.1% | +23.3% | -1.2% | +14.8% |
| All | +58.2% | +46.0% | +12.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling