+97.6%
AGG vs VRSN
+2,530.3%
-2,432.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -0.2% | -1.0% | +0.9% | -0.2% |
| 30D | -0.2% | -1.9% | +1.7% | -0.2% |
| 3M | -0.7% | +1.4% | -2.1% | -0.7% |
| 6M | -1.8% | +19.0% | -20.8% | -1.7% |
| YTD | -0.6% | +19.2% | -19.8% | -0.6% |
| 1Y | +0.4% | +1.7% | -1.3% | +0.4% |
| 3Y | +13.2% | +41.4% | -28.3% | +13.2% |
| 5Y | -2.0% | +31.7% | -33.6% | -2.0% |
| 10Y | +15.1% | +290.3% | -275.2% | +16.8% |
| All | +97.6% | +2,530.3% | -2,432.7% | +109.5% |
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