+263.4%
VZ vs XLP
+523.7%
-260.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 6M | +1.1% | -1.7% | +2.8% | +2.3% |
| YTD | +29.3% | +10.3% | +19.0% | +20.1% |
| 1Y | +21.2% | +7.8% | +13.4% | +14.4% |
| 3Y | +75.9% | +27.2% | +48.7% | +46.3% |
| 5Y | +24.1% | +32.5% | -8.4% | -0.8% |
| 10Y | +62.4% | +101.8% | -39.4% | -7.1% |
| All | +263.4% | +523.7% | -260.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling