+731.2%
UL vs VRSN
+6,651.0%
-5,919.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +0.5% | -0.2% | +0.6% | +0.5% |
| 3M | +17.6% | -0.3% | +17.9% | +17.6% |
| 6M | -5.4% | +23.0% | -28.4% | -7.0% |
| YTD | +0.7% | +21.3% | -20.6% | -1.1% |
| 1Y | -9.3% | +6.7% | -16.0% | -10.0% |
| 3Y | +24.5% | +45.0% | -20.4% | +20.2% |
| 5Y | +23.2% | +35.0% | -11.8% | +19.1% |
| 10Y | +64.5% | +276.3% | -211.9% | +47.8% |
| All | +731.2% | +6,651.0% | -5,919.8% | +424.0% |
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