+263.4%
VZ vs XLV
+934.7%
-671.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.3% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +7.9% | +4.4% | +3.5% | +5.2% |
| 3M | +13.6% | +13.2% | +0.4% | +5.7% |
| 6M | +1.1% | +10.1% | -9.0% | -4.7% |
| YTD | +29.3% | +11.7% | +17.6% | +20.7% |
| 1Y | +21.2% | +26.9% | -5.7% | +4.9% |
| 3Y | +75.9% | +35.0% | +40.9% | +45.7% |
| 5Y | +24.1% | +35.9% | -11.8% | +1.7% |
| 10Y | +62.4% | +179.0% | -116.6% | -15.6% |
| All | +263.4% | +934.7% | -671.3% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling