+108.1%
XLRE vs VRSN
+292.7%
-184.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -2.2% | -1.9% | -0.3% | -1.7% |
| 3M | -2.6% | +1.4% | -4.0% | -3.5% |
| 6M | +2.6% | +19.0% | -16.5% | -4.8% |
| YTD | +9.3% | +19.2% | -10.0% | +0.9% |
| 1Y | +7.2% | +1.7% | +5.5% | +5.0% |
| 3Y | +31.3% | +41.4% | -10.1% | +10.8% |
| 5Y | +8.1% | +31.7% | -23.5% | -7.8% |
| 10Y | +88.9% | +290.3% | -201.3% | +21.0% |
| All | +108.1% | +292.7% | -184.6% | +38.9% |
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