+207.0%
ESI vs VRSN
+502.0%
-295.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.5% |
| 7D | +1.8% | -1.2% | +3.1% | +2.4% |
| 30D | -6.6% | +3.8% | -10.3% | -8.1% |
| 3M | -9.4% | +9.5% | -18.9% | -13.5% |
| 6M | -24.1% | +10.3% | -34.4% | -29.2% |
| YTD | +37.1% | +30.5% | +6.6% | +15.5% |
| 1Y | +24.5% | +27.9% | -3.3% | +5.9% |
| 3Y | +83.2% | +54.3% | +28.9% | +36.4% |
| 5Y | +44.0% | +37.2% | +6.8% | +12.5% |
| 10Y | +332.8% | +293.1% | +39.8% | +71.0% |
| All | +207.0% | +502.0% | -295.1% | +8.8% |
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