+72.9%
BAC vs VRSN
+30.0%
+42.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -0.7% | -3.9% | +3.2% | +0.2% |
| 3M | +16.9% | -0.1% | +17.1% | +16.5% |
| 6M | +29.6% | +16.4% | +13.2% | +23.0% |
| YTD | +15.3% | +17.2% | -2.0% | +8.7% |
| 1Y | +28.8% | +1.0% | +27.8% | +27.3% |
| 3Y | +136.4% | +39.1% | +97.3% | +105.0% |
| 5Y | +72.9% | +29.0% | +43.9% | +49.0% |
| All | +72.9% | +30.0% | +42.9% | +49.0% |
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