+60.5%
VZ vs XLP
+101.8%
-41.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.8% |
| 30D | +7.9% | -0.9% | +8.8% | +8.6% |
| 3M | +13.6% | +3.8% | +9.8% | +10.8% |
| 6M | +1.1% | -1.7% | +2.8% | +2.3% |
| YTD | +29.3% | +10.3% | +19.0% | +20.5% |
| 1Y | +21.2% | +7.8% | +13.4% | +14.8% |
| 3Y | +75.9% | +27.2% | +48.7% | +47.9% |
| 5Y | +24.1% | +32.5% | -8.4% | +0.5% |
| All | +60.5% | +101.8% | -41.3% | -5.6% |
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