+149.9%
XLE vs VRSN
+34.5%
+115.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -12.0% | +0.5% | -12.5% | -12.1% |
| 30D | -2.7% | +4.9% | -7.7% | -3.6% |
| 3M | +6.6% | +5.8% | +0.8% | +5.4% |
| 6M | +9.5% | +12.6% | -3.0% | +6.9% |
| YTD | +40.6% | +28.2% | +12.3% | +33.3% |
| 1Y | +43.6% | +30.4% | +13.2% | +35.6% |
| 3Y | +58.1% | +54.6% | +3.5% | +40.8% |
| All | +149.9% | +34.5% | +115.4% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling