+265.4%
VZ vs XLY
+1,125.3%
-859.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +7.1% | -4.9% | +12.0% | +9.4% |
| 3M | +12.8% | -1.0% | +13.8% | +12.9% |
| 6M | +1.8% | 0.0% | +1.8% | +1.1% |
| YTD | +30.0% | -4.2% | +34.1% | +31.1% |
| 1Y | +24.3% | -2.7% | +27.0% | +24.3% |
| 3Y | +84.3% | +38.4% | +45.9% | +53.1% |
| 5Y | +25.9% | +28.9% | -3.0% | +4.0% |
| 10Y | +61.1% | +214.7% | -153.7% | -19.4% |
| All | +265.4% | +1,125.3% | -859.9% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling