+432.5%
EWZ vs VRSN
+81.3%
+351.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | +9.9% | -0.3% | +10.2% | +9.4% |
| 6M | +1.9% | +23.0% | -21.0% | -4.5% |
| YTD | +20.3% | +21.3% | -1.0% | +12.7% |
| 1Y | +35.6% | +6.7% | +28.9% | +31.3% |
| 3Y | +43.4% | +45.0% | -1.5% | +26.3% |
| 5Y | +55.9% | +35.0% | +20.9% | +37.6% |
| 10Y | +84.2% | +276.3% | -192.2% | +26.0% |
| All | +432.5% | +81.3% | +351.2% | +171.5% |
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