+291.1%
VRSN vs EFV
+169.9%
+121.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.7% |
| 30D | +3.8% | +0.6% | +3.1% | +3.4% |
| 3M | +5.0% | +7.5% | -2.5% | +0.2% |
| 6M | +24.9% | +13.0% | +11.8% | +14.7% |
| YTD | +21.6% | +18.3% | +3.3% | +7.7% |
| 1Y | +2.4% | +26.7% | -24.3% | -13.5% |
| 3Y | +47.3% | +89.6% | -42.2% | -7.0% |
| 5Y | +34.7% | +98.2% | -63.5% | -18.4% |
| All | +291.1% | +169.9% | +121.2% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling