+63.0%
VZ vs XLC
+143.7%
-80.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +7.9% | +1.0% | +6.9% | +7.6% |
| 3M | +13.6% | -0.7% | +14.3% | +13.8% |
| 6M | +1.1% | -5.1% | +6.2% | +2.6% |
| YTD | +29.3% | -4.3% | +33.6% | +30.7% |
| 1Y | +21.2% | -0.6% | +21.8% | +21.2% |
| 3Y | +75.9% | +72.7% | +3.2% | +46.0% |
| 5Y | +24.1% | +38.0% | -13.9% | +9.4% |
| All | +63.0% | +143.7% | -80.7% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling