-67.4%
EL vs VRSN
+30.0%
-97.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.5% |
| 7D | +1.7% | -2.1% | +3.8% | +2.7% |
| 30D | +15.5% | -3.9% | +19.4% | +17.6% |
| 3M | +20.6% | -0.1% | +20.7% | +19.9% |
| 6M | +10.5% | +16.4% | -5.9% | +0.4% |
| YTD | -1.9% | +17.2% | -19.1% | -11.9% |
| 1Y | +16.1% | +1.0% | +15.1% | +13.5% |
| 3Y | -30.2% | +39.1% | -69.3% | -45.3% |
| 5Y | -67.4% | +29.0% | -96.4% | -72.9% |
| All | -67.4% | +30.0% | -97.4% | -72.9% |
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 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