-1.4%
BND vs VRSN
+34.7%
-36.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | +0.6% | +3.9% | -3.3% | +0.4% |
| 3M | -1.6% | +9.3% | -10.9% | -2.0% |
| 6M | -1.5% | +6.7% | -8.2% | -1.9% |
| YTD | -1.5% | +30.0% | -31.5% | -2.9% |
| 1Y | -1.1% | +26.0% | -27.1% | -2.4% |
| 3Y | +13.6% | +53.1% | -39.5% | +10.2% |
| All | -1.4% | +34.7% | -36.1% | -4.7% |
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