+64.4%
VZ vs XLU
+136.4%
-72.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | +5.8% | -0.4% | +6.2% | +6.0% |
| 3M | +10.5% | -1.7% | +12.2% | +11.4% |
| 6M | +1.8% | -7.1% | +8.9% | +5.3% |
| YTD | +28.3% | +1.9% | +26.3% | +26.7% |
| 1Y | +22.0% | +6.1% | +15.8% | +18.0% |
| 3Y | +81.8% | +48.8% | +33.1% | +48.1% |
| 5Y | +25.3% | +43.8% | -18.5% | +3.1% |
| 10Y | +64.4% | +143.2% | -78.8% | +3.7% |
| All | +64.4% | +136.4% | -72.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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