+263.4%
VZ vs XLF
+419.1%
-155.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +7.9% | +0.2% | +7.7% | +7.8% |
| 3M | +13.6% | +11.7% | +1.9% | +9.0% |
| 6M | +1.1% | +13.8% | -12.7% | -3.8% |
| YTD | +29.3% | +7.0% | +22.3% | +25.6% |
| 1Y | +21.2% | +9.1% | +12.1% | +16.7% |
| 3Y | +75.9% | +75.6% | +0.3% | +40.2% |
| 5Y | +24.1% | +66.4% | -42.3% | -0.2% |
| 10Y | +62.4% | +250.3% | -187.9% | -6.0% |
| All | +263.4% | +419.1% | -155.7% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling