-8.8%
AA vs VRSN
+36.4%
-45.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | -5.0% | +2.4% | -7.4% | -5.8% |
| 3M | -22.2% | +6.4% | -28.6% | -24.0% |
| 6M | -36.3% | +8.6% | -44.9% | -38.8% |
| YTD | -24.2% | +29.3% | -53.4% | -33.3% |
| 1Y | +3.9% | +27.2% | -23.3% | -8.0% |
| 3Y | +67.6% | +52.8% | +14.7% | +27.9% |
| 5Y | -8.8% | +36.7% | -45.6% | -32.6% |
| All | -8.8% | +36.4% | -45.2% | -32.6% |
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 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