+6,438.2%
EW vs VRSN
+76.8%
+6,361.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +2.8% | -0.3% | +3.1% | +2.6% |
| 6M | +5.5% | +23.0% | -17.5% | +1.8% |
| YTD | +5.5% | +21.3% | -15.9% | +1.9% |
| 1Y | +11.0% | +6.7% | +4.3% | +9.2% |
| 3Y | +17.7% | +45.0% | -27.3% | +9.9% |
| 5Y | -25.7% | +35.0% | -60.8% | -30.1% |
| 10Y | +132.8% | +276.3% | -143.5% | +94.0% |
| All | +6,438.2% | +76.8% | +6,361.4% | +4,590.7% |
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 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