+18.7%
EWZ vs VRSN
+53.7%
-35.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.8% | +1.4% | -0.7% | +0.7% |
| 30D | -24.4% | +3.9% | -28.2% | -24.5% |
| 3M | -4.6% | +9.3% | -13.9% | -5.0% |
| 6M | -11.6% | +6.7% | -18.2% | -11.7% |
| YTD | +2.4% | +30.0% | -27.7% | 0.0% |
| 1Y | +2.1% | +26.0% | -23.9% | +0.2% |
| 3Y | +18.7% | +53.1% | -34.4% | +11.3% |
| All | +18.7% | +53.7% | -35.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling