+33.0%
VRSN vs EFV
+94.1%
-61.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -2.0% | +0.5% | -0.6% |
| 30D | +0.7% | -0.2% | +0.9% | +0.8% |
| 3M | +0.6% | +9.1% | -8.6% | -3.8% |
| 6M | +21.7% | +11.7% | +10.0% | +14.6% |
| YTD | +20.0% | +17.0% | +3.0% | +9.2% |
| 1Y | +3.2% | +26.7% | -23.6% | -10.6% |
| 3Y | +42.4% | +90.2% | -47.8% | -5.6% |
| 5Y | +33.0% | +96.1% | -63.1% | -16.7% |
| All | +33.0% | +94.1% | -61.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling