+5,807.5%
VRSN vs ES
+1,342.8%
+4,464.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.5% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | +3.8% | +6.7% | -3.0% | +1.1% |
| 3M | +9.5% | +0.3% | +9.2% | +9.1% |
| 6M | +10.3% | +7.4% | +2.9% | +6.8% |
| YTD | +30.5% | +8.4% | +22.1% | +25.4% |
| 1Y | +27.9% | +0.6% | +27.2% | +25.8% |
| 3Y | +54.3% | +50.6% | +3.7% | +26.6% |
| 5Y | +37.2% | +4.8% | +32.3% | +28.9% |
| 10Y | +293.1% | +93.1% | +200.0% | +181.8% |
| All | +5,807.5% | +1,342.8% | +4,464.7% | +2,230.4% |
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