+125.6%
EW vs VRSN
+285.8%
-160.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.7% |
| 30D | -6.4% | -1.9% | -4.5% | -5.7% |
| 3M | -1.6% | +1.4% | -2.9% | -2.8% |
| 6M | +2.3% | +19.0% | -16.8% | -7.3% |
| YTD | +1.1% | +19.2% | -18.1% | -8.9% |
| 1Y | +8.0% | +1.7% | +6.3% | +4.9% |
| 3Y | +16.3% | +41.4% | -25.1% | -7.6% |
| 5Y | -29.4% | +31.7% | -61.1% | -42.9% |
| 10Y | +125.6% | +290.3% | -164.7% | +4.7% |
| All | +125.6% | +285.8% | -160.2% | +4.7% |
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