+1,149.5%
SPY vs VRSN
+7,091.1%
-5,941.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -3.7% | +2.4% | -6.1% | -4.1% |
| 3M | -2.7% | +6.4% | -9.1% | -3.9% |
| 6M | +2.2% | +8.6% | -6.4% | +0.3% |
| YTD | +10.8% | +29.3% | -18.4% | +5.1% |
| 1Y | +11.2% | +27.2% | -16.0% | +5.7% |
| 3Y | +76.5% | +52.8% | +23.6% | +61.4% |
| 5Y | +72.9% | +36.7% | +36.2% | +60.8% |
| 10Y | +304.8% | +290.8% | +14.0% | +216.9% |
| All | +1,149.5% | +7,091.1% | -5,941.6% | +448.1% |
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