+25.9%
VZ vs XLF
+65.5%
-39.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 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% | +9.6% |
| 6M | +1.8% | +14.3% | -12.5% | -2.2% |
| YTD | +30.0% | +5.5% | +24.5% | +27.8% |
| 1Y | +24.3% | +9.6% | +14.8% | +20.6% |
| 3Y | +84.3% | +75.2% | +9.1% | +49.4% |
| 5Y | +25.9% | +65.5% | -39.6% | +2.9% |
| All | +25.9% | +65.5% | -39.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling