+4,294.1%
XOM vs VZ
+1,018.0%
+3,276.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +5.7% | +7.1% | -1.5% | +3.1% |
| 3M | +6.6% | +12.8% | -6.3% | +1.9% |
| 6M | +7.7% | +1.8% | +5.9% | +6.5% |
| YTD | +36.2% | +30.0% | +6.2% | +23.3% |
| 1Y | +50.5% | +24.3% | +26.2% | +38.1% |
| 3Y | +53.4% | +84.3% | -30.9% | +20.3% |
| 5Y | +254.2% | +25.9% | +228.3% | +215.1% |
| 10Y | +177.9% | +61.1% | +116.8% | +126.2% |
| All | +4,294.1% | +1,018.0% | +3,276.1% | +1,778.6% |
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 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