-12.8%
EW vs VRSN
+34.1%
-46.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | +12.3% | -0.8% | +13.1% | +12.5% |
| 30D | +22.9% | +0.7% | +22.2% | +22.6% |
| 3M | +16.7% | +4.1% | +12.6% | +15.1% |
| 6M | +31.0% | +6.7% | +24.2% | +27.7% |
| YTD | +22.8% | +27.1% | -4.2% | +12.0% |
| 1Y | +25.6% | +28.0% | -2.4% | +14.2% |
| 3Y | +62.0% | +52.6% | +9.4% | +33.1% |
| 5Y | -12.8% | +33.3% | -46.1% | -20.9% |
| All | -12.8% | +34.1% | -46.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling