+291.3%
IR vs VRSN
+233.0%
+58.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 6M | -16.8% | +23.0% | -39.8% | -25.2% |
| YTD | -3.5% | +21.3% | -24.9% | -13.3% |
| 1Y | -3.5% | +6.7% | -10.2% | -8.2% |
| 3Y | +9.5% | +45.0% | -35.5% | -11.7% |
| 5Y | +45.1% | +35.0% | +10.0% | +18.9% |
| All | +291.3% | +233.0% | +58.3% | +110.6% |
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