+508.9%
XLP vs VRSN
+2,276.8%
-1,767.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | +3.8% | -0.3% | +4.1% | +3.8% |
| 6M | -1.7% | +23.0% | -24.7% | -3.3% |
| YTD | +10.3% | +21.3% | -11.1% | +8.5% |
| 1Y | +7.8% | +6.7% | +1.1% | +7.0% |
| 3Y | +27.2% | +45.0% | -17.8% | +23.2% |
| 5Y | +32.5% | +35.0% | -2.5% | +28.6% |
| 10Y | +101.8% | +276.3% | -174.5% | +84.1% |
| All | +508.9% | +2,276.8% | -1,767.9% | +321.9% |
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