+393.0%
EFA vs VRSN
+626.1%
-233.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.2% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -0.7% | -3.9% | +3.2% | +0.1% |
| 3M | +6.4% | -0.1% | +6.5% | +6.0% |
| 6M | +11.4% | +16.4% | -5.0% | +6.6% |
| YTD | +14.0% | +17.2% | -3.3% | +8.5% |
| 1Y | +20.2% | +1.0% | +19.2% | +18.4% |
| 3Y | +68.2% | +39.1% | +29.1% | +52.1% |
| 5Y | +54.8% | +29.0% | +25.8% | +41.0% |
| 10Y | +142.4% | +275.8% | -133.4% | +70.8% |
| All | +393.0% | +626.1% | -233.1% | +136.3% |
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