+44.1%
IR vs VRSN
+34.5%
+9.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | +7.4% | +4.9% | +2.5% | +5.7% |
| 3M | -5.9% | +5.8% | -11.8% | -7.9% |
| 6M | +5.6% | +12.6% | -7.0% | +0.2% |
| YTD | +4.8% | +28.2% | -23.4% | -6.7% |
| 1Y | +6.9% | +30.4% | -23.5% | -5.6% |
| 3Y | +27.6% | +54.6% | -27.0% | +0.7% |
| All | +44.1% | +34.5% | +9.6% | +18.1% |
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