+579.5%
VRSK vs VRSN
+1,374.4%
-794.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -7.7% | -1.5% | -6.2% | -7.1% |
| 30D | -2.8% | +0.7% | -3.5% | -3.1% |
| 3M | -3.7% | +0.6% | -4.3% | -4.0% |
| 6M | -12.8% | +21.7% | -34.5% | -19.7% |
| YTD | -21.0% | +20.0% | -41.0% | -26.9% |
| 1Y | -32.5% | +3.2% | -35.6% | -33.8% |
| 3Y | -26.5% | +42.4% | -68.9% | -37.4% |
| 5Y | -11.5% | +33.0% | -44.5% | -23.5% |
| 10Y | +125.7% | +292.9% | -167.2% | +45.9% |
| All | +579.5% | +1,374.4% | -794.9% | +241.0% |
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