+67.1%
VZ vs XLP
+129.4%
-62.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.4% |
| 7D | +5.6% | +3.5% | +2.2% | +3.0% |
| 30D | +1.9% | +11.6% | -9.7% | -5.8% |
| 3M | +0.8% | +7.6% | -6.9% | -4.5% |
| 6M | +0.6% | +10.0% | -9.4% | -6.1% |
| YTD | +20.8% | +19.7% | +1.0% | +6.1% |
| 1Y | +23.9% | +23.5% | +0.5% | +6.5% |
| 3Y | +55.7% | +44.0% | +11.7% | +19.8% |
| 5Y | +21.5% | +42.7% | -21.2% | -6.6% |
| All | +67.1% | +129.4% | -62.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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