+988.3%
XLE vs VZ
+229.1%
+759.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -12.0% | +2.1% | -14.1% | -12.8% |
| 30D | -2.7% | +1.4% | -4.1% | -3.6% |
| 3M | +6.6% | -1.3% | +7.8% | +6.6% |
| 6M | +9.5% | -0.5% | +10.1% | +8.8% |
| YTD | +40.6% | +19.6% | +20.9% | +29.4% |
| 1Y | +43.6% | +22.4% | +21.2% | +31.0% |
| 3Y | +58.1% | +55.9% | +2.2% | +28.5% |
| 5Y | +152.2% | +20.4% | +131.8% | +123.7% |
| 10Y | +172.9% | +66.9% | +106.1% | +113.0% |
| All | +988.3% | +229.1% | +759.2% | +498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling