+152.1%
ECL vs VRSN
+293.8%
-141.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -2.6% | -1.5% | -1.1% | -2.0% |
| 30D | -4.6% | +0.7% | -5.3% | -5.0% |
| 3M | +6.0% | +0.6% | +5.4% | +5.0% |
| 6M | -3.0% | +21.7% | -24.7% | -12.9% |
| YTD | +4.0% | +20.0% | -16.0% | -6.5% |
| 1Y | +2.0% | +3.2% | -1.2% | -1.5% |
| 3Y | +53.9% | +42.4% | +11.5% | +24.0% |
| 5Y | +27.1% | +33.0% | -5.8% | +4.1% |
| All | +152.1% | +293.8% | -141.7% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling