-39.0%
U vs VRSN
+45.7%
-84.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +17.5% | -0.2% | +17.6% | +17.2% |
| 3M | +38.7% | -0.3% | +39.0% | +36.7% |
| 6M | +104.4% | +23.0% | +81.4% | +60.7% |
| YTD | -5.7% | +21.3% | -27.0% | -25.6% |
| 1Y | +3.7% | +6.7% | -3.0% | -6.6% |
| 3Y | +12.3% | +45.0% | -32.6% | -33.4% |
| 5Y | -68.8% | +35.0% | -103.9% | -79.7% |
| All | -39.0% | +45.7% | -84.7% | -63.5% |
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