+432.8%
XYL vs VRSN
+876.3%
-443.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -13.2% | -0.2% | -13.1% | -13.3% |
| 3M | -3.7% | -0.3% | -3.4% | -4.1% |
| 6M | -17.7% | +23.0% | -40.7% | -25.1% |
| YTD | -21.5% | +21.3% | -42.9% | -28.5% |
| 1Y | -24.5% | +6.7% | -31.2% | -27.8% |
| 3Y | +6.9% | +45.0% | -38.0% | -11.6% |
| 5Y | -18.1% | +35.0% | -53.1% | -31.2% |
| 10Y | +134.7% | +276.3% | -141.6% | +35.6% |
| All | +432.8% | +876.3% | -443.5% | +112.7% |
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