+1,024.7%
XLE vs VRSN
+2,276.8%
-1,252.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +11.8% | -0.2% | +11.9% | +11.7% |
| 3M | +9.8% | -0.3% | +10.1% | +9.7% |
| 6M | +15.6% | +23.0% | -7.4% | +12.4% |
| YTD | +45.3% | +21.3% | +23.9% | +41.2% |
| 1Y | +48.3% | +6.7% | +41.6% | +46.3% |
| 3Y | +55.4% | +45.0% | +10.5% | +47.0% |
| 5Y | +216.1% | +35.0% | +181.1% | +199.7% |
| 10Y | +178.4% | +276.3% | -97.9% | +135.9% |
| All | +1,024.7% | +2,276.8% | -1,252.1% | +680.4% |
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