+34.1%
VRSN vs ES
-1.6%
+35.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.2% |
| 7D | +3.6% | +5.3% | -1.7% | +3.2% |
| 30D | +8.8% | +8.9% | -0.1% | +8.1% |
| 3M | +6.6% | -1.9% | +8.5% | +6.7% |
| 6M | +16.7% | +3.9% | +12.8% | +16.7% |
| YTD | +32.1% | +8.3% | +23.9% | +31.5% |
| 1Y | +34.1% | -0.1% | +34.2% | +34.7% |
| All | +34.1% | -1.6% | +35.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling