+7,595.3%
EW vs VRSN
+90.1%
+7,505.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +22.5% | +3.8% | +18.7% | +21.8% |
| 3M | +13.0% | +9.5% | +3.5% | +11.3% |
| 6M | +37.1% | +10.3% | +26.9% | +34.7% |
| YTD | +24.1% | +30.5% | -6.4% | +18.5% |
| 1Y | +24.2% | +27.9% | -3.6% | +19.0% |
| 3Y | +64.8% | +54.3% | +10.5% | +52.4% |
| 5Y | -7.4% | +37.2% | -44.6% | -13.2% |
| 10Y | +248.8% | +293.1% | -44.3% | +188.4% |
| All | +7,595.3% | +90.1% | +7,505.2% | +5,358.4% |
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