+338.7%
ELF vs VRSN
+296.1%
+42.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +4.3% | -1.2% | +5.5% | +4.7% |
| 30D | +7.7% | +3.8% | +4.0% | +6.3% |
| 3M | +24.7% | +9.5% | +15.2% | +20.5% |
| 6M | +114.6% | +10.3% | +104.4% | +105.1% |
| YTD | +55.8% | +30.5% | +25.3% | +38.5% |
| 1Y | +51.9% | +27.9% | +24.1% | +35.9% |
| 3Y | +24.6% | +54.3% | -29.7% | +1.3% |
| 5Y | +279.2% | +37.2% | +242.0% | +218.4% |
| 10Y | +338.7% | +293.1% | +45.7% | +200.2% |
| All | +338.7% | +296.1% | +42.7% | +200.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling