+263.4%
VZ vs XLU
+633.0%
-369.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | +7.9% | -1.3% | +9.2% | +8.8% |
| 3M | +13.6% | -1.3% | +15.0% | +14.5% |
| 6M | +1.1% | -7.6% | +8.7% | +6.0% |
| YTD | +29.3% | +2.3% | +27.0% | +26.8% |
| 1Y | +21.2% | +5.8% | +15.5% | +16.1% |
| 3Y | +75.9% | +50.5% | +25.4% | +32.2% |
| 5Y | +24.1% | +44.1% | -20.0% | -5.4% |
| 10Y | +62.4% | +138.2% | -75.8% | -17.3% |
| All | +263.4% | +633.0% | -369.6% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling