+25.8%
VZ vs XLV
+33.9%
-8.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -1.0% | -3.7% | +2.7% | +0.7% |
| 30D | +5.8% | -1.1% | +6.9% | +6.2% |
| 3M | +10.5% | +8.2% | +2.3% | +6.4% |
| 6M | +1.8% | +8.9% | -7.1% | -2.3% |
| YTD | +28.3% | +8.5% | +19.7% | +23.1% |
| 1Y | +22.0% | +22.3% | -0.3% | +10.1% |
| 3Y | +81.8% | +32.6% | +49.2% | +56.0% |
| All | +25.8% | +33.9% | -8.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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