+640.9%
XLU vs VRSN
+2,235.0%
-1,594.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +0.6% | -1.0% | +1.7% | +0.7% |
| 30D | -0.4% | -1.9% | +1.5% | -0.3% |
| 3M | -1.7% | +1.4% | -3.1% | -2.0% |
| 6M | -7.1% | +19.0% | -26.2% | -8.9% |
| YTD | +1.9% | +19.2% | -17.3% | -0.1% |
| 1Y | +6.1% | +1.7% | +4.4% | +5.5% |
| 3Y | +48.8% | +41.4% | +7.3% | +42.8% |
| 5Y | +43.8% | +31.7% | +12.1% | +38.4% |
| 10Y | +143.2% | +290.3% | -147.1% | +113.6% |
| All | +640.9% | +2,235.0% | -1,594.1% | +385.6% |
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