+86.9%
CBOE vs VRSN
+44.6%
+42.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.4% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -3.1% | +3.8% | -6.9% | -3.6% |
| 3M | -4.8% | +5.0% | -9.8% | -5.4% |
| 6M | -0.6% | +24.9% | -25.4% | -3.0% |
| YTD | +12.8% | +21.6% | -8.8% | +10.2% |
| 1Y | +19.8% | +2.4% | +17.4% | +18.6% |
| 3Y | +86.9% | +47.3% | +39.6% | +86.4% |
| All | +86.9% | +44.6% | +42.3% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling