+20.2%
VZ vs XLB
+29.2%
-9.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.1% | -1.5% | +3.6% | +2.6% |
| 30D | +1.4% | +6.1% | -4.7% | -0.4% |
| 3M | -1.3% | 0.0% | -1.3% | -1.3% |
| 6M | -0.5% | 0.0% | -0.5% | -0.7% |
| YTD | +19.6% | +16.0% | +3.6% | +13.7% |
| 1Y | +22.4% | +24.7% | -2.4% | +13.5% |
| 3Y | +55.9% | +40.4% | +15.5% | +37.9% |
| All | +20.2% | +29.2% | -9.0% | +8.8% |
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 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