+1,866.2%
TER vs VRSN
+6,651.0%
-4,784.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | -8.3% | -0.2% | -8.1% | -8.5% |
| 3M | -12.2% | -0.3% | -11.9% | -13.9% |
| 6M | +17.1% | +23.0% | -5.9% | +4.8% |
| YTD | +84.7% | +21.3% | +63.3% | +64.6% |
| 1Y | +199.9% | +6.7% | +193.2% | +179.9% |
| 3Y | +232.8% | +45.0% | +187.8% | +169.8% |
| 5Y | +198.6% | +35.0% | +163.5% | +150.6% |
| 10Y | +1,669.7% | +276.3% | +1,393.4% | +911.2% |
| All | +1,866.2% | +6,651.0% | -4,784.8% | +178.1% |
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