-20.9%
RUN vs VRSN
+345.9%
-366.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.7% |
| 7D | -13.7% | +0.1% | -13.8% | -13.8% |
| 30D | +9.4% | +3.6% | +5.8% | +6.5% |
| 3M | -13.4% | +10.8% | -24.2% | -19.8% |
| 6M | -39.6% | +9.9% | -49.5% | -44.9% |
| YTD | -53.7% | +29.8% | -83.5% | -63.4% |
| 1Y | -56.2% | +26.3% | -82.5% | -64.7% |
| 3Y | -9.7% | +53.5% | -63.2% | -40.8% |
| 5Y | -85.5% | +34.8% | -120.3% | -89.3% |
| 10Y | +66.7% | +291.0% | -224.3% | -28.8% |
| All | -20.9% | +345.9% | -366.8% | -71.9% |
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