+26.4%
VZ vs XLY
+26.1%
+0.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -1.2% | -3.9% | +2.6% | -0.9% |
| 30D | +5.7% | -6.1% | +11.8% | +6.3% |
| 3M | +8.2% | -1.2% | +9.4% | +8.3% |
| 6M | +1.7% | -1.8% | +3.5% | +1.8% |
| YTD | +28.9% | -5.9% | +34.7% | +29.4% |
| 1Y | +22.7% | -3.1% | +25.8% | +22.8% |
| 3Y | +82.7% | +36.0% | +46.7% | +73.1% |
| 5Y | +26.4% | +27.6% | -1.2% | +14.4% |
| All | +26.4% | +26.1% | +0.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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