+48.4%
IR vs VRSN
+34.9%
+13.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -15.1% | -0.2% | -15.0% | -15.2% |
| 3M | +6.1% | -0.3% | +6.4% | +5.7% |
| 6M | -16.8% | +23.0% | -39.8% | -24.5% |
| YTD | -3.5% | +21.3% | -24.9% | -12.5% |
| 1Y | -3.5% | +6.7% | -10.2% | -7.3% |
| 3Y | +9.5% | +45.0% | -35.5% | -11.6% |
| All | +48.4% | +34.9% | +13.5% | +24.4% |
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