-49.3%
COMP vs VRSN
+57.1%
-106.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.8% | +11.6% |
| 7D | +13.4% | +0.5% | +13.0% | +13.1% |
| 30D | +11.1% | +4.9% | +6.2% | +7.1% |
| 3M | -18.8% | +5.8% | -24.7% | -22.4% |
| 6M | +10.5% | +12.6% | -2.1% | -1.5% |
| YTD | -3.4% | +28.2% | -31.6% | -25.1% |
| 1Y | +19.7% | +30.4% | -10.7% | -9.0% |
| 3Y | +381.6% | +54.6% | +327.0% | +183.7% |
| 5Y | -17.6% | +35.1% | -52.7% | -47.9% |
| All | -49.3% | +57.1% | -106.4% | -67.4% |
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