+446.4%
IT vs VRSN
+7,135.0%
-6,688.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | -1.8% | +3.9% | -5.7% | -2.7% |
| 3M | +4.8% | +9.3% | -4.5% | +2.9% |
| 6M | +33.0% | +6.7% | +26.4% | +31.4% |
| YTD | -23.8% | +30.0% | -53.9% | -27.9% |
| 1Y | -16.5% | +26.0% | -42.5% | -20.4% |
| 3Y | -53.6% | +53.1% | -106.8% | -57.7% |
| 5Y | -42.1% | +35.0% | -77.1% | -45.8% |
| 10Y | +90.1% | +291.7% | -201.6% | +45.1% |
| All | +446.4% | +7,135.0% | -6,688.6% | +92.7% |
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 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