+236.3%
VZ vs XLB
+818.2%
-581.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.1% | -1.5% | +3.6% | +2.7% |
| 30D | +1.4% | +6.1% | -4.7% | -1.0% |
| 3M | -1.3% | 0.0% | -1.3% | -1.4% |
| 6M | -0.5% | 0.0% | -0.5% | -0.8% |
| YTD | +19.6% | +16.0% | +3.6% | +12.0% |
| 1Y | +22.4% | +24.7% | -2.4% | +11.3% |
| 3Y | +55.9% | +40.4% | +15.5% | +33.9% |
| 5Y | +20.4% | +30.7% | -10.3% | +5.1% |
| 10Y | +66.9% | +173.3% | -106.4% | +3.9% |
| All | +236.3% | +818.2% | -581.9% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling