+466.4%
VRSN vs ALLE
+327.3%
+139.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +0.5% | -0.6% | +1.0% | +0.7% |
| 30D | +4.9% | +25.3% | -20.4% | -4.2% |
| 3M | +5.8% | +10.3% | -4.5% | +1.3% |
| 6M | +12.6% | +38.0% | -25.5% | -2.0% |
| YTD | +28.2% | +17.8% | +10.5% | +17.9% |
| 1Y | +30.4% | +13.6% | +16.8% | +21.7% |
| 3Y | +54.6% | +89.2% | -34.6% | +12.6% |
| 5Y | +35.1% | +51.1% | -16.0% | +6.8% |
| 10Y | +294.0% | +228.1% | +65.9% | +108.5% |
| All | +466.4% | +327.3% | +139.1% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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