+43.1%
VRSN vs REPL
-25.2%
+68.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +0.1% | -3.0% | +3.0% | 0.0% |
| 30D | -0.2% | +27.1% | -27.3% | +0.1% |
| 3M | -0.3% | +52.4% | -52.7% | +0.4% |
| 6M | +23.0% | +107.4% | -84.5% | +25.2% |
| YTD | +21.3% | +54.7% | -33.4% | +23.3% |
| 1Y | +6.7% | +158.9% | -152.1% | +9.3% |
| All | +43.1% | -25.2% | +68.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling