+59.3%
VRSN vs BURL
+95.5%
-36.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.9% |
| 7D | +3.6% | +10.4% | -6.8% | +3.1% |
| 30D | +8.8% | -4.9% | +13.8% | +9.1% |
| 3M | +6.6% | -29.8% | +36.4% | +8.4% |
| 6M | +16.7% | -16.5% | +33.1% | +17.6% |
| YTD | +32.1% | -10.5% | +42.7% | +32.4% |
| 1Y | +34.1% | -5.3% | +39.4% | +33.6% |
| All | +59.3% | +95.5% | -36.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling