+891.0%
XLV vs VRSN
+2,250.5%
-1,359.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | -4.4% | -1.5% | -2.9% | -4.2% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | +8.9% | +0.6% | +8.3% | +8.6% |
| 6M | +9.1% | +21.7% | -12.6% | +5.7% |
| YTD | +7.9% | +20.0% | -12.1% | +4.6% |
| 1Y | +22.7% | +3.2% | +19.6% | +21.4% |
| 3Y | +31.9% | +42.4% | -10.5% | +24.0% |
| 5Y | +34.9% | +33.0% | +1.9% | +27.3% |
| 10Y | +173.9% | +292.9% | -119.0% | +124.0% |
| All | +891.0% | +2,250.5% | -1,359.5% | +419.3% |
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