+4,632.7%
LOW vs VRSN
+6,651.0%
-2,018.3%
-60.6%
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% | +1.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -7.0% | -0.2% | -6.9% | -7.1% |
| 3M | -0.9% | -0.3% | -0.6% | -1.0% |
| 6M | -20.1% | +23.0% | -43.1% | -23.3% |
| YTD | -13.9% | +21.3% | -35.2% | -17.3% |
| 1Y | -21.1% | +6.7% | -27.9% | -22.6% |
| 3Y | -6.6% | +45.0% | -51.6% | -13.8% |
| 5Y | +9.4% | +35.0% | -25.7% | +2.1% |
| 10Y | +220.5% | +276.3% | -55.8% | +154.2% |
| All | +4,632.7% | +6,651.0% | -2,018.3% | +1,629.5% |
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