+3,062.4%
ECL vs VRSN
+7,159.8%
-4,097.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.3% | -1.2% | -1.0% | -2.1% |
| 30D | +8.3% | +3.8% | +4.5% | +7.8% |
| 3M | +8.4% | +9.5% | -1.1% | +7.2% |
| 6M | +23.3% | +10.3% | +13.0% | +21.5% |
| YTD | +18.2% | +30.5% | -12.3% | +14.0% |
| 1Y | +18.8% | +27.9% | -9.1% | +14.8% |
| 3Y | +78.5% | +54.3% | +24.2% | +68.2% |
| 5Y | +40.1% | +37.2% | +2.9% | +33.7% |
| 10Y | +196.5% | +293.1% | -96.6% | +155.8% |
| All | +3,062.4% | +7,159.8% | -4,097.4% | +1,907.1% |
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