+163.9%
XLE vs VZ
+66.4%
+97.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -6.7% | +2.4% | -9.1% | -7.5% |
| 30D | -4.4% | +11.2% | -15.6% | -8.2% |
| 3M | +4.0% | 0.0% | +4.0% | +3.5% |
| 6M | +13.2% | +1.3% | +11.9% | +11.7% |
| YTD | +41.9% | +21.3% | +20.6% | +30.1% |
| 1Y | +41.6% | +23.9% | +17.7% | +28.7% |
| 3Y | +64.0% | +57.7% | +6.3% | +30.5% |
| 5Y | +158.1% | +21.2% | +136.9% | +132.1% |
| 10Y | +163.9% | +70.6% | +93.4% | +132.6% |
| All | +163.9% | +66.4% | +97.6% | +132.6% |
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