+21.4%
VZ vs XLU
+53.4%
-32.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +10.6% | +5.7% | +4.8% | +7.8% |
| 3M | -0.6% | +1.2% | -1.8% | -1.2% |
| 6M | +0.7% | -0.7% | +1.5% | +1.0% |
| YTD | +20.6% | +4.7% | +15.9% | +17.6% |
| 1Y | +22.7% | +0.4% | +22.3% | +22.1% |
| 3Y | +57.2% | +59.6% | -2.4% | +22.7% |
| 5Y | +21.4% | +52.9% | -31.5% | -4.4% |
| All | +21.4% | +53.4% | -32.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling