+43.6%
EWZ vs VRSN
+287.3%
-243.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -24.5% | +4.9% | -29.4% | -26.2% |
| 3M | -10.7% | +5.8% | -16.5% | -13.1% |
| 6M | -19.1% | +12.6% | -31.6% | -24.0% |
| YTD | +1.6% | +28.2% | -26.6% | -10.8% |
| 1Y | +4.3% | +30.4% | -26.1% | -9.3% |
| 3Y | +19.0% | +54.6% | -35.6% | -7.4% |
| 5Y | +57.7% | +35.1% | +22.6% | +27.4% |
| All | +43.6% | +287.3% | -243.7% | -29.6% |
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