+288.6%
MOD vs VRSN
+7,034.5%
-6,745.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | -25.5% | +0.5% | -26.0% | -25.7% |
| 30D | -49.0% | +4.9% | -53.9% | -49.6% |
| 3M | -49.8% | +5.8% | -55.6% | -50.6% |
| 6M | -64.8% | +12.6% | -77.3% | -66.1% |
| YTD | -27.6% | +28.2% | -55.9% | -33.0% |
| 1Y | -35.2% | +30.4% | -65.6% | -40.3% |
| 3Y | +137.1% | +54.6% | +82.6% | +107.8% |
| 5Y | +760.3% | +35.1% | +725.2% | +675.6% |
| 10Y | +938.8% | +294.0% | +644.8% | +624.5% |
| All | +288.6% | +7,034.5% | -6,745.9% | +60.5% |
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