+25.5%
VZ vs XLI
+81.3%
-55.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.3% |
| 30D | +7.9% | -5.9% | +13.8% | +9.4% |
| 3M | +13.6% | -0.3% | +13.9% | +13.4% |
| 6M | +1.1% | +0.1% | +1.0% | +0.7% |
| YTD | +29.3% | +13.6% | +15.7% | +24.0% |
| 1Y | +21.2% | +17.2% | +4.1% | +15.1% |
| 3Y | +75.9% | +68.2% | +7.7% | +45.6% |
| All | +25.5% | +81.3% | -55.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling