+72.6%
VZ vs XLF
+222.3%
-149.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.5% | +2.7% | -1.2% | +0.6% |
| 30D | +4.4% | +7.6% | -3.3% | +1.9% |
| 3M | -2.4% | +1.1% | -3.4% | -2.8% |
| 6M | +1.4% | +15.9% | -14.5% | -3.4% |
| YTD | +21.4% | +8.4% | +12.9% | +17.9% |
| 1Y | +20.3% | +12.5% | +7.8% | +15.3% |
| 3Y | +57.4% | +81.6% | -24.2% | +26.8% |
| 5Y | +21.9% | +59.3% | -37.3% | +1.8% |
| All | +72.6% | +222.3% | -149.7% | +21.8% |
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