+764.1%
UL vs VRSN
+7,135.0%
-6,371.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | +4.5% | +3.9% | +0.7% | +4.2% |
| 3M | +6.5% | +9.3% | -2.9% | +5.7% |
| 6M | +18.2% | +6.7% | +11.5% | +17.4% |
| YTD | +4.7% | +30.0% | -25.4% | +2.3% |
| 1Y | +0.8% | +26.0% | -25.2% | -1.3% |
| 3Y | +35.9% | +53.1% | -17.2% | +30.6% |
| 5Y | +33.4% | +35.0% | -1.6% | +29.0% |
| 10Y | +106.9% | +291.7% | -184.8% | +85.2% |
| All | +764.1% | +7,135.0% | -6,371.0% | +441.5% |
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