+54.2%
EWZ vs VRSN
+34.7%
+19.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.8% | +1.4% | -0.7% | +0.6% |
| 30D | -24.4% | +3.9% | -28.2% | -24.8% |
| 3M | -4.6% | +9.3% | -13.9% | -5.9% |
| 6M | -11.6% | +6.7% | -18.2% | -12.6% |
| YTD | +2.4% | +30.0% | -27.7% | -2.8% |
| 1Y | +2.1% | +26.0% | -23.9% | -2.5% |
| 3Y | +18.7% | +53.1% | -34.4% | +7.2% |
| All | +54.2% | +34.7% | +19.5% | +41.0% |
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