+552.8%
XLP vs VRSN
+2,411.8%
-1,859.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +0.7% | +0.5% | +0.3% | +0.7% |
| 30D | +10.3% | +4.9% | +5.3% | +9.9% |
| 3M | +6.5% | +5.8% | +0.7% | +6.1% |
| 6M | +8.4% | +12.6% | -4.2% | +7.3% |
| YTD | +18.2% | +28.2% | -10.0% | +15.8% |
| 1Y | +22.4% | +30.4% | -8.0% | +19.8% |
| 3Y | +41.9% | +54.6% | -12.7% | +36.8% |
| 5Y | +40.9% | +35.1% | +5.8% | +36.6% |
| 10Y | +128.4% | +294.0% | -165.6% | +107.6% |
| All | +552.8% | +2,411.8% | -1,859.0% | +350.4% |
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