+1,792.1%
EXC vs VRSN
+7,034.5%
-5,242.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -1.2% | +0.5% | -1.6% | -1.2% |
| 30D | +10.0% | +4.9% | +5.0% | +9.5% |
| 3M | +1.6% | +5.8% | -4.2% | +1.1% |
| 6M | +3.3% | +12.6% | -9.3% | +2.2% |
| YTD | +7.6% | +28.2% | -20.7% | +5.3% |
| 1Y | +3.5% | +30.4% | -27.0% | +1.1% |
| 3Y | +27.7% | +54.6% | -26.9% | +22.9% |
| 5Y | +41.1% | +35.1% | +6.1% | +36.8% |
| 10Y | +178.2% | +294.0% | -115.8% | +154.1% |
| All | +1,792.1% | +7,034.5% | -5,242.4% | +1,557.9% |
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