-14.9%
A vs VRSN
+30.0%
-44.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.4% |
| 7D | -2.1% | -2.1% | +0.1% | -1.3% |
| 30D | +0.6% | -3.9% | +4.5% | +2.0% |
| 3M | +10.9% | -0.1% | +11.0% | +10.3% |
| 6M | +28.2% | +16.4% | +11.7% | +18.3% |
| YTD | +8.6% | +17.2% | -8.7% | -0.5% |
| 1Y | +15.5% | +1.0% | +14.5% | +13.3% |
| 3Y | +31.8% | +39.1% | -7.3% | +5.8% |
| 5Y | -14.9% | +29.0% | -43.9% | -30.0% |
| All | -14.9% | +30.0% | -44.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling