+55.2%
HYG vs VRSN
+299.1%
-243.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -0.7% | +3.8% | -4.5% | -1.3% |
| 3M | -0.2% | +5.0% | -5.2% | -1.2% |
| 6M | +1.4% | +24.9% | -23.4% | -2.6% |
| YTD | +1.5% | +21.6% | -20.2% | -2.3% |
| 1Y | +2.9% | +2.4% | +0.5% | +1.9% |
| 3Y | +25.6% | +47.3% | -21.7% | +15.6% |
| 5Y | +18.6% | +34.7% | -16.2% | +9.4% |
| All | +55.2% | +299.1% | -243.9% | +26.7% |
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