+259.3%
UPS vs VRSN
+378.9%
-119.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +17.4% | +3.9% | +13.5% | +16.7% |
| 3M | +8.2% | +9.3% | -1.1% | +6.7% |
| 6M | +17.9% | +6.7% | +11.3% | +16.4% |
| YTD | +18.7% | +30.0% | -11.3% | +13.4% |
| 1Y | +24.8% | +26.0% | -1.2% | +19.7% |
| 3Y | -4.5% | +53.1% | -57.7% | -11.4% |
| 5Y | -33.2% | +35.0% | -68.2% | -37.1% |
| 10Y | +44.2% | +291.7% | -247.5% | +17.6% |
| All | +259.3% | +378.9% | -119.6% | +134.5% |
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