+379.1%
VZ vs XRT
+491.2%
-112.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -1.0% | -2.4% | +1.5% | -0.2% |
| 30D | +5.8% | -6.9% | +12.7% | +8.1% |
| 3M | +10.5% | -0.4% | +10.9% | +10.5% |
| 6M | +1.8% | +2.2% | -0.5% | +0.8% |
| YTD | +28.3% | -0.7% | +28.9% | +27.9% |
| 1Y | +22.0% | -2.0% | +24.0% | +21.9% |
| 3Y | +81.8% | +41.0% | +40.8% | +58.6% |
| 5Y | +25.3% | -3.3% | +28.6% | +20.3% |
| 10Y | +64.4% | +124.8% | -60.4% | +4.4% |
| All | +379.1% | +491.2% | -112.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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