+192.9%
XOM vs VZ
+67.5%
+125.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +4.1% | +0.9% | +3.2% | +3.7% |
| 30D | +4.6% | +7.7% | -3.1% | +1.7% |
| 3M | +14.0% | +9.7% | +4.3% | +9.8% |
| 6M | +11.0% | +3.1% | +7.9% | +9.2% |
| YTD | +40.7% | +30.5% | +10.2% | +26.1% |
| 1Y | +52.3% | +22.5% | +29.8% | +39.6% |
| 3Y | +60.5% | +82.4% | -21.9% | +20.8% |
| 5Y | +266.4% | +28.0% | +238.4% | +225.2% |
| All | +192.9% | +67.5% | +125.4% | +147.0% |
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