+84.9%
SPYG vs VRSN
+32.1%
+52.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.3% |
| 30D | -1.9% | +0.7% | -2.6% | -2.3% |
| 3M | +5.2% | +0.6% | +4.6% | +4.3% |
| 6M | +15.6% | +21.7% | -6.2% | +4.8% |
| YTD | +12.4% | +20.0% | -7.6% | +2.1% |
| 1Y | +17.5% | +3.2% | +14.3% | +14.3% |
| 3Y | +98.1% | +42.4% | +55.7% | +58.3% |
| 5Y | +84.9% | +33.0% | +51.9% | +53.4% |
| All | +84.9% | +32.1% | +52.8% | +53.4% |
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