-53.2%
S vs VRSN
+29.4%
-82.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -5.3% | -0.2% | -5.2% | -5.2% |
| 3M | +20.3% | -0.3% | +20.6% | +19.7% |
| 6M | +47.4% | +23.0% | +24.4% | +22.3% |
| YTD | +32.5% | +21.3% | +11.2% | +10.6% |
| 1Y | +9.5% | +6.7% | +2.8% | +1.9% |
| 3Y | +15.5% | +45.0% | -29.4% | -24.4% |
| 5Y | -71.2% | +35.0% | -106.2% | -78.6% |
| All | -53.2% | +29.4% | -82.6% | -64.4% |
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 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