+61.1%
VZ vs XLF
+246.2%
-185.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +7.1% | -0.5% | +7.6% | +7.3% |
| 3M | +12.8% | +10.6% | +2.2% | +9.2% |
| 6M | +1.8% | +14.3% | -12.5% | -2.6% |
| YTD | +30.0% | +5.5% | +24.5% | +27.4% |
| 1Y | +24.3% | +9.6% | +14.8% | +20.2% |
| 3Y | +84.3% | +75.2% | +9.1% | +50.7% |
| 5Y | +25.9% | +65.5% | -39.6% | +3.9% |
| 10Y | +61.1% | +246.4% | -185.4% | +8.2% |
| All | +61.1% | +246.2% | -185.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling