+224.6%
ESI vs VRSN
+459.8%
-235.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.1% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | -5.9% | -0.2% | -5.7% | -6.0% |
| 3M | -14.1% | -0.3% | -13.8% | -15.4% |
| 6M | +6.6% | +23.0% | -16.4% | -6.7% |
| YTD | +45.0% | +21.3% | +23.7% | +26.7% |
| 1Y | +41.5% | +6.7% | +34.7% | +32.0% |
| 3Y | +78.8% | +45.0% | +33.8% | +37.0% |
| 5Y | +70.9% | +35.0% | +35.9% | +33.9% |
| 10Y | +317.1% | +276.3% | +40.7% | +66.6% |
| All | +224.6% | +459.8% | -235.2% | +19.4% |
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