+246.1%
NEM vs VRSN
+39.4%
+206.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | +3.9% | -2.1% | +6.0% | +3.8% |
| 30D | +12.7% | -3.9% | +16.6% | +12.7% |
| 3M | +28.7% | -0.1% | +28.8% | +28.8% |
| 6M | +9.8% | +16.4% | -6.6% | +8.4% |
| YTD | +28.1% | +17.2% | +10.9% | +26.4% |
| 1Y | +69.3% | +1.0% | +68.4% | +71.4% |
| All | +246.1% | +39.4% | +206.6% | +224.1% |
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