+117.9%
RF vs VRSN
+54.2%
+63.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | +4.6% | +3.8% | +0.9% | +3.9% |
| 3M | -8.4% | +9.5% | -18.0% | -10.0% |
| 6M | +8.9% | +10.3% | -1.4% | +6.6% |
| YTD | +8.8% | +30.5% | -21.7% | +2.3% |
| 1Y | +18.9% | +27.9% | -9.0% | +12.4% |
| All | +117.9% | +54.2% | +63.7% | +73.3% |
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