-48.5%
TE vs VRSN
+32.1%
-80.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | -16.3% | +0.7% | -17.0% | -16.7% |
| 3M | -40.8% | +0.6% | -41.3% | -42.0% |
| 6M | -42.6% | +21.7% | -64.3% | -50.6% |
| YTD | -31.4% | +20.0% | -51.4% | -41.5% |
| 1Y | +144.9% | +3.2% | +141.8% | +131.9% |
| 3Y | -26.0% | +42.4% | -68.4% | -49.6% |
| 5Y | -48.5% | +33.0% | -81.5% | -60.8% |
| All | -48.5% | +32.1% | -80.6% | -60.8% |
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