-29.9%
COMP vs VRSN
+34.9%
-64.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -13.3% | -0.2% | -13.2% | -13.4% |
| 3M | +41.1% | -0.3% | +41.4% | +39.3% |
| 6M | +17.2% | +23.0% | -5.8% | -6.1% |
| YTD | +5.2% | +21.3% | -16.1% | -15.6% |
| 1Y | +18.9% | +6.7% | +12.2% | +7.2% |
| 3Y | +215.9% | +45.0% | +171.0% | +90.4% |
| All | -29.9% | +34.9% | -64.8% | -55.6% |
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