+5,393.5%
VRSN vs ES
+1,336.3%
+4,057.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -0.2% | -2.0% | +1.8% | +0.6% |
| 3M | -0.3% | +1.7% | -2.0% | -1.0% |
| 6M | +23.0% | -3.5% | +26.5% | +24.1% |
| YTD | +21.3% | +7.9% | +13.4% | +17.0% |
| 1Y | +6.7% | +17.2% | -10.4% | -1.0% |
| 3Y | +45.0% | +29.3% | +15.7% | +26.3% |
| 5Y | +35.0% | -5.7% | +40.8% | +32.5% |
| 10Y | +276.3% | +85.2% | +191.1% | +174.6% |
| All | +5,393.5% | +1,336.3% | +4,057.2% | +2,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling