+141.3%
XLC vs VRSN
+104.7%
+36.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -1.7% | -1.5% | -0.1% | -1.0% |
| 30D | +0.2% | +0.7% | -0.5% | -0.2% |
| 3M | +0.7% | +0.6% | +0.1% | -0.1% |
| 6M | -4.5% | +21.7% | -26.2% | -14.1% |
| YTD | -4.7% | +20.0% | -24.7% | -14.2% |
| 1Y | -1.5% | +3.2% | -4.7% | -4.8% |
| 3Y | +72.2% | +42.4% | +29.9% | +37.5% |
| 5Y | +39.3% | +33.0% | +6.3% | +13.1% |
| All | +141.3% | +104.7% | +36.6% | +59.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling