+2,199.1%
ADP vs VRSN
+7,034.5%
-4,835.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +3.2% | +0.5% | +2.8% | +3.2% |
| 30D | +14.9% | +4.9% | +10.0% | +14.0% |
| 3M | +11.6% | +5.8% | +5.8% | +10.6% |
| 6M | +48.5% | +12.6% | +35.9% | +45.6% |
| YTD | +20.6% | +28.2% | -7.7% | +15.8% |
| 1Y | +23.7% | +30.4% | -6.7% | +18.4% |
| 3Y | +47.8% | +54.6% | -6.8% | +37.3% |
| 5Y | +47.7% | +35.1% | +12.6% | +39.8% |
| 10Y | +324.0% | +294.0% | +30.0% | +249.4% |
| All | +2,199.1% | +7,034.5% | -4,835.4% | +947.9% |
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