+120.2%
NEM vs VRSN
+34.7%
+85.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.4% | +1.4% | -7.8% | -6.6% |
| 30D | +1.4% | +3.9% | -2.4% | +1.0% |
| 3M | -0.7% | +9.3% | -10.0% | -1.7% |
| 6M | -4.5% | +6.7% | -11.1% | -5.3% |
| YTD | +14.0% | +30.0% | -16.0% | +8.7% |
| 1Y | +27.3% | +26.0% | +1.3% | +22.0% |
| 3Y | +250.5% | +53.1% | +197.4% | +218.1% |
| All | +120.2% | +34.7% | +85.4% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling