+835.0%
XLB vs VRSN
+2,455.9%
-1,620.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +7.2% | +3.8% | +3.5% | +6.7% |
| 3M | 0.0% | +9.5% | -9.5% | -1.3% |
| 6M | +2.3% | +10.3% | -8.0% | +0.6% |
| YTD | +18.4% | +30.5% | -12.1% | +13.5% |
| 1Y | +23.3% | +27.9% | -4.5% | +18.5% |
| 3Y | +45.2% | +54.3% | -9.1% | +35.4% |
| 5Y | +31.0% | +37.2% | -6.2% | +23.6% |
| 10Y | +168.8% | +293.1% | -124.3% | +123.2% |
| All | +835.0% | +2,455.9% | -1,620.9% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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