+257.2%
XOM vs VZ
+27.6%
+229.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | +4.6% | +7.7% | -3.1% | +2.8% |
| 3M | +14.0% | +9.7% | +4.3% | +11.3% |
| 6M | +11.0% | +3.1% | +7.9% | +9.9% |
| YTD | +40.7% | +30.5% | +10.2% | +31.5% |
| 1Y | +52.3% | +22.5% | +29.8% | +44.5% |
| 3Y | +60.5% | +82.4% | -21.9% | +34.6% |
| All | +257.2% | +27.6% | +229.6% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling