+25.5%
VZ vs XLB
+36.1%
-10.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +7.9% | -0.4% | +8.3% | +8.0% |
| 3M | +13.6% | +2.0% | +11.7% | +12.9% |
| 6M | +1.1% | +1.8% | -0.7% | +0.3% |
| YTD | +29.3% | +16.6% | +12.7% | +22.7% |
| 1Y | +21.2% | +16.9% | +4.3% | +14.9% |
| 3Y | +75.9% | +32.6% | +43.3% | +58.6% |
| All | +25.5% | +36.1% | -10.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling