+1,180.1%
SPY vs VRSN
+6,651.0%
-5,471.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +0.1% | -0.2% | +0.2% | 0.0% |
| 3M | +2.0% | -0.3% | +2.3% | +1.7% |
| 6M | +13.0% | +23.0% | -10.0% | +8.4% |
| YTD | +13.5% | +21.3% | -7.8% | +8.9% |
| 1Y | +20.0% | +6.7% | +13.2% | +17.6% |
| 3Y | +77.2% | +45.0% | +32.2% | +63.6% |
| 5Y | +81.9% | +35.0% | +46.8% | +69.5% |
| 10Y | +314.1% | +276.3% | +37.7% | +226.4% |
| All | +1,180.1% | +6,651.0% | -5,471.0% | +468.0% |
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