+136.1%
RF vs VRSN
+7,091.1%
-6,955.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +6.2% | +2.4% | +3.7% | +5.7% |
| 3M | -7.8% | +6.4% | -14.2% | -9.0% |
| 6M | +5.9% | +8.6% | -2.6% | +4.0% |
| YTD | +9.0% | +29.3% | -20.2% | +3.4% |
| 1Y | +19.3% | +27.2% | -7.9% | +13.4% |
| 3Y | +116.4% | +52.8% | +63.6% | +97.8% |
| 5Y | +46.0% | +36.7% | +9.3% | +35.5% |
| 10Y | +239.8% | +290.8% | -51.0% | +163.3% |
| All | +136.1% | +7,091.1% | -6,955.1% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling