+167.1%
XME vs VRSN
+1,570.3%
-1,403.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +0.3% | +1.4% | -1.1% | -0.5% |
| 30D | -6.1% | +3.9% | -10.0% | -8.2% |
| 3M | -18.6% | +9.3% | -28.0% | -22.9% |
| 6M | -23.9% | +6.7% | -30.5% | -28.1% |
| YTD | -9.3% | +30.0% | -39.4% | -24.9% |
| 1Y | +1.8% | +26.0% | -24.2% | -14.3% |
| 3Y | +93.0% | +53.1% | +39.9% | +40.7% |
| 5Y | +107.0% | +35.0% | +72.0% | +58.7% |
| 10Y | +266.9% | +291.7% | -24.8% | +35.9% |
| All | +167.1% | +1,570.3% | -1,403.2% | -65.4% |
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