+21.5%
VZ vs XLP
+43.0%
-21.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.4% |
| 7D | +5.6% | +3.5% | +2.2% | +3.1% |
| 30D | +1.9% | +11.6% | -9.7% | -5.5% |
| 3M | +0.8% | +7.6% | -6.9% | -4.2% |
| 6M | +0.6% | +10.0% | -9.4% | -5.8% |
| YTD | +20.8% | +19.7% | +1.0% | +6.8% |
| 1Y | +23.9% | +23.5% | +0.5% | +7.4% |
| 3Y | +55.7% | +44.0% | +11.7% | +22.8% |
| 5Y | +21.5% | +42.7% | -21.2% | -3.9% |
| All | +21.5% | +43.0% | -21.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling