-34.6%
ELAN vs VRSN
+82.6%
-117.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.5% |
| 7D | -4.6% | -1.0% | -3.5% | -4.2% |
| 30D | +5.7% | -1.9% | +7.6% | +6.4% |
| 3M | -3.9% | +1.4% | -5.2% | -5.2% |
| 6M | -1.6% | +19.0% | -20.7% | -10.6% |
| YTD | +4.1% | +19.2% | -15.1% | -6.1% |
| 1Y | +25.5% | +1.7% | +23.9% | +21.8% |
| 3Y | +103.2% | +41.4% | +61.8% | +65.2% |
| 5Y | -29.8% | +31.7% | -61.4% | -42.0% |
| All | -34.6% | +82.6% | -117.2% | -54.0% |
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