+7.8%
LOW vs VRSN
+30.8%
-23.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | -9.3% | -1.9% | -7.4% | -8.7% |
| 3M | -8.1% | +1.4% | -9.4% | -8.9% |
| 6M | -19.8% | +19.0% | -38.8% | -26.0% |
| YTD | -16.4% | +19.2% | -35.6% | -23.2% |
| 1Y | -24.7% | +1.7% | -26.3% | -26.1% |
| 3Y | -8.8% | +41.4% | -50.3% | -25.3% |
| 5Y | +7.8% | +31.7% | -23.9% | -9.7% |
| All | +7.8% | +30.8% | -23.0% | -9.7% |
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 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