+55.9%
VZ vs XLC
+60.5%
-4.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | +2.1% | +4.9% | -2.7% | +1.1% |
| 30D | +1.4% | -5.8% | +7.2% | +2.7% |
| 3M | -1.3% | -5.4% | +4.2% | 0.0% |
| 6M | -0.5% | -10.2% | +9.6% | +1.6% |
| YTD | +19.6% | -10.2% | +29.8% | +22.1% |
| 1Y | +22.4% | -5.6% | +28.0% | +23.8% |
| 3Y | +55.9% | +61.0% | -5.1% | +42.2% |
| All | +55.9% | +60.5% | -4.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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