+2,632.1%
NDAQ vs VRSN
+5,252.4%
-2,620.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +16.2% | +3.6% | +12.7% | +14.9% |
| 3M | +14.0% | +10.8% | +3.2% | +10.1% |
| 6M | +22.3% | +9.9% | +12.3% | +17.9% |
| YTD | +13.0% | +29.8% | -16.8% | +2.9% |
| 1Y | +24.0% | +26.3% | -2.3% | +13.9% |
| 3Y | +117.1% | +53.5% | +63.6% | +85.0% |
| 5Y | +67.5% | +34.8% | +32.8% | +47.4% |
| 10Y | +474.3% | +291.0% | +183.2% | +265.9% |
| All | +2,632.1% | +5,252.4% | -2,620.4% | +1,102.5% |
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