-77.1%
SE vs VRSN
+34.1%
-111.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.9% | +3.6% |
| 7D | +3.3% | -0.8% | +4.1% | +3.9% |
| 30D | -18.2% | +0.7% | -18.8% | -18.6% |
| 3M | -31.3% | +4.1% | -35.4% | -33.6% |
| 6M | -10.1% | +6.7% | -16.8% | -16.0% |
| YTD | -38.9% | +27.1% | -66.0% | -51.4% |
| 1Y | -48.0% | +28.0% | -76.0% | -59.0% |
| 3Y | +78.8% | +52.6% | +26.2% | +10.1% |
| 5Y | -77.1% | +33.3% | -110.4% | -84.2% |
| All | -77.1% | +34.1% | -111.2% | -84.2% |
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