-64.5%
EL vs VRSN
+36.4%
-100.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | +7.6% | -0.9% | +8.5% | +8.1% |
| 30D | +15.7% | +2.4% | +13.3% | +14.4% |
| 3M | +30.5% | +6.4% | +24.2% | +26.5% |
| 6M | +32.5% | +8.6% | +24.0% | +26.0% |
| YTD | +9.4% | +29.3% | -19.8% | -6.2% |
| 1Y | +28.4% | +27.2% | +1.2% | +10.9% |
| 3Y | +4.4% | +52.8% | -48.4% | -22.0% |
| 5Y | -64.5% | +36.7% | -101.2% | -71.5% |
| All | -64.5% | +36.4% | -100.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling