+250.5%
NEM vs VRSN
+53.7%
+196.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.4% | +1.4% | -7.8% | -6.4% |
| 30D | +1.4% | +3.9% | -2.4% | +1.5% |
| 3M | -0.7% | +9.3% | -10.0% | -0.6% |
| 6M | -4.5% | +6.7% | -11.1% | -4.0% |
| YTD | +14.0% | +30.0% | -16.0% | +12.5% |
| 1Y | +27.3% | +26.0% | +1.3% | +26.2% |
| 3Y | +250.5% | +53.1% | +197.4% | +229.5% |
| All | +250.5% | +53.7% | +196.8% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling