+940.9%
EL vs VRSN
+6,651.0%
-5,710.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +19.8% | -0.2% | +20.0% | +19.8% |
| 3M | +25.7% | -0.3% | +26.0% | +25.6% |
| 6M | +5.4% | +23.0% | -17.5% | +2.2% |
| YTD | +0.2% | +21.3% | -21.1% | -2.9% |
| 1Y | +20.4% | +6.7% | +13.7% | +18.8% |
| 3Y | -32.1% | +45.0% | -77.1% | -35.8% |
| 5Y | -67.2% | +35.0% | -102.2% | -68.7% |
| 10Y | +31.7% | +276.3% | -244.6% | +12.3% |
| All | +940.9% | +6,651.0% | -5,710.2% | +371.7% |
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