+998.7%
XLE vs VRSN
+2,431.8%
-1,433.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -6.7% | -0.9% | -5.8% | -6.6% |
| 30D | -4.4% | +2.4% | -6.8% | -4.7% |
| 3M | +4.0% | +6.4% | -2.4% | +3.1% |
| 6M | +13.2% | +8.6% | +4.6% | +11.7% |
| YTD | +41.9% | +29.3% | +12.6% | +36.8% |
| 1Y | +41.6% | +27.2% | +14.4% | +36.8% |
| 3Y | +64.0% | +52.8% | +11.1% | +54.1% |
| 5Y | +158.1% | +36.7% | +121.4% | +144.3% |
| 10Y | +163.9% | +290.8% | -126.9% | +122.5% |
| All | +998.7% | +2,431.8% | -1,433.0% | +656.0% |
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