+72.9%
SPY vs VRSN
+36.4%
+36.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -3.7% | +2.4% | -6.1% | -4.4% |
| 3M | -2.7% | +6.4% | -9.1% | -4.8% |
| 6M | +2.2% | +8.6% | -6.4% | -1.2% |
| YTD | +10.8% | +29.3% | -18.4% | -0.3% |
| 1Y | +11.2% | +27.2% | -16.0% | +0.6% |
| 3Y | +76.5% | +52.8% | +23.6% | +43.3% |
| 5Y | +72.9% | +36.7% | +36.2% | +42.7% |
| All | +72.9% | +36.4% | +36.5% | +42.7% |
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