-44.8%
COMP vs VRSN
+48.6%
-93.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +39.4% |
| 6M | +17.2% | +23.0% | -5.8% | -5.4% |
| YTD | +5.2% | +21.3% | -16.1% | -14.9% |
| 1Y | +18.9% | +6.7% | +12.2% | +7.6% |
| 3Y | +215.9% | +45.0% | +171.0% | +95.0% |
| 5Y | -31.2% | +35.0% | -66.2% | -55.2% |
| All | -44.8% | +48.6% | -93.4% | -63.0% |
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