+81.7%
SPY vs VRSN
+30.8%
+50.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.0% |
| 7D | -0.4% | -1.0% | +0.7% | -0.1% |
| 30D | -1.4% | -1.9% | +0.5% | -0.9% |
| 3M | +3.7% | +1.4% | +2.3% | +2.7% |
| 6M | +13.0% | +19.0% | -6.0% | +4.9% |
| YTD | +12.4% | +19.2% | -6.8% | +3.8% |
| 1Y | +18.5% | +1.7% | +16.8% | +16.6% |
| 3Y | +77.6% | +41.4% | +36.2% | +47.9% |
| 5Y | +81.7% | +31.7% | +50.0% | +54.8% |
| All | +81.7% | +30.8% | +50.9% | +54.8% |
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