+1,111.5%
XLI vs VRSN
+2,196.4%
-1,084.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | +1.0% | -2.1% | +3.1% | +1.3% |
| 30D | -5.8% | -3.9% | -1.9% | -5.2% |
| 3M | +0.7% | -0.1% | +0.8% | +0.4% |
| 6M | +3.2% | +16.4% | -13.2% | 0.0% |
| YTD | +13.0% | +17.2% | -4.2% | +9.2% |
| 1Y | +16.8% | +1.0% | +15.8% | +15.6% |
| 3Y | +72.4% | +39.1% | +33.3% | +61.0% |
| 5Y | +82.8% | +29.0% | +53.8% | +71.9% |
| 10Y | +252.4% | +275.8% | -23.4% | +181.0% |
| All | +1,111.5% | +2,196.4% | -1,084.9% | +585.0% |
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