-75.0%
QS vs VRSN
+33.8%
-108.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.1% |
| 7D | -3.6% | +0.2% | -3.9% | -3.9% |
| 30D | -17.2% | +3.8% | -21.0% | -19.4% |
| 3M | -27.0% | +5.0% | -32.0% | -30.3% |
| 6M | -24.6% | +24.9% | -49.4% | -37.9% |
| YTD | -49.3% | +21.6% | -70.9% | -58.2% |
| 1Y | -40.3% | +2.4% | -42.8% | -43.4% |
| 3Y | -23.8% | +47.3% | -71.2% | -51.2% |
| All | -75.0% | +33.8% | -108.9% | -82.4% |
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