-30.2%
EL vs VRSN
+38.4%
-68.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.0% |
| 7D | +1.7% | -2.1% | +3.8% | +2.4% |
| 30D | +15.5% | -3.9% | +19.4% | +17.0% |
| 3M | +20.6% | -0.1% | +20.7% | +20.2% |
| 6M | +10.5% | +16.4% | -5.9% | +2.8% |
| YTD | -1.9% | +17.2% | -19.1% | -9.3% |
| 1Y | +16.1% | +1.0% | +15.1% | +15.7% |
| 3Y | -30.2% | +39.1% | -69.3% | -44.2% |
| All | -30.2% | +38.4% | -68.6% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling