+131.7%
EMB vs VRSN
+848.1%
-716.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -0.4% | -0.3% | -0.1% | -0.5% |
| 6M | +0.1% | +23.0% | -22.9% | -1.8% |
| YTD | +1.6% | +21.3% | -19.8% | -0.3% |
| 1Y | +5.6% | +6.7% | -1.1% | +4.7% |
| 3Y | +29.8% | +45.0% | -15.1% | +24.9% |
| 5Y | +7.3% | +35.0% | -27.8% | +3.2% |
| 10Y | +30.4% | +276.3% | -245.9% | +18.7% |
| All | +131.7% | +848.1% | -716.3% | +98.8% |
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