+20.6%
UL vs VRSN
+30.8%
-10.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | -0.6% | -1.9% | +1.3% | -0.3% |
| 3M | +9.4% | +1.4% | +8.1% | +9.0% |
| 6M | -4.1% | +19.0% | -23.2% | -7.4% |
| YTD | -2.0% | +19.2% | -21.2% | -5.5% |
| 1Y | -9.0% | +1.7% | -10.7% | -9.5% |
| 3Y | +21.8% | +41.4% | -19.6% | +11.7% |
| 5Y | +20.6% | +31.7% | -11.1% | +10.4% |
| All | +20.6% | +30.8% | -10.2% | +10.4% |
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