+65.5%
VZ vs XLI
+244.3%
-178.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +10.6% | -0.2% | +10.8% | +10.5% |
| 3M | -0.6% | -8.6% | +7.9% | +2.1% |
| 6M | +0.7% | -2.0% | +2.7% | +0.8% |
| YTD | +20.6% | +9.7% | +10.9% | +15.7% |
| 1Y | +22.7% | +11.4% | +11.3% | +17.1% |
| 3Y | +57.2% | +74.2% | -17.0% | +26.1% |
| 5Y | +21.4% | +70.0% | -48.6% | -2.5% |
| 10Y | +65.5% | +235.2% | -169.8% | +8.2% |
| All | +65.5% | +244.3% | -178.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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