+76.4%
BND vs VRSN
+1,246.4%
-1,170.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | -0.6% | -0.3% | -0.3% | -0.6% |
| 6M | -1.4% | +23.0% | -24.4% | -1.4% |
| YTD | -0.2% | +21.3% | -21.6% | -0.2% |
| 1Y | +1.3% | +6.7% | -5.4% | +1.3% |
| 3Y | +13.2% | +45.0% | -31.8% | +13.2% |
| 5Y | -1.6% | +35.0% | -36.6% | -1.6% |
| 10Y | +15.5% | +276.3% | -260.9% | +17.9% |
| All | +76.4% | +1,246.4% | -1,170.1% | +83.5% |
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