-100.0%
SPXU vs VRSN
+1,742.8%
-1,842.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +3.3% |
| 7D | +1.3% | -1.0% | +2.3% | +0.2% |
| 30D | +5.1% | -1.9% | +7.0% | +3.0% |
| 3M | -9.1% | +1.4% | -10.5% | -8.3% |
| 6M | -29.6% | +19.0% | -48.6% | -14.4% |
| YTD | -27.7% | +19.2% | -46.9% | -12.6% |
| 1Y | -37.0% | +1.7% | -38.6% | -36.7% |
| 3Y | -80.2% | +41.4% | -121.6% | -67.8% |
| 5Y | -86.0% | +31.7% | -117.7% | -72.5% |
| 10Y | -99.5% | +290.3% | -389.8% | -95.2% |
| All | -100.0% | +1,742.8% | -1,842.8% | -99.3% |
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