+181.3%
XLE vs VZ
+60.3%
+121.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +8.5% | +5.8% | +2.8% | +6.3% |
| 3M | +14.6% | +10.5% | +4.1% | +10.1% |
| 6M | +17.6% | +1.8% | +15.8% | +16.3% |
| YTD | +48.1% | +28.3% | +19.8% | +33.6% |
| 1Y | +53.8% | +22.0% | +31.8% | +41.1% |
| 3Y | +56.2% | +81.8% | -25.6% | +17.0% |
| 5Y | +227.7% | +25.3% | +202.4% | +193.4% |
| 10Y | +181.3% | +64.4% | +116.9% | +136.1% |
| All | +181.3% | +60.3% | +121.0% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling