+337.6%
BAC vs VRSN
+6,651.0%
-6,313.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +16.9% | -0.3% | +17.2% | +16.6% |
| 6M | +26.6% | +23.0% | +3.6% | +20.7% |
| YTD | +15.8% | +21.3% | -5.6% | +10.4% |
| 1Y | +27.2% | +6.7% | +20.4% | +24.3% |
| 3Y | +132.4% | +45.0% | +87.4% | +112.1% |
| 5Y | +72.6% | +35.0% | +37.5% | +58.5% |
| 10Y | +389.7% | +276.3% | +113.4% | +268.4% |
| All | +337.6% | +6,651.0% | -6,313.4% | +73.4% |
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