+35.0%
VRSN vs REPL
-35.6%
+70.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.1% |
| 7D | +0.5% | +22.8% | -22.3% | +0.4% |
| 30D | +4.9% | +63.8% | -58.9% | +4.7% |
| 3M | +5.8% | +68.1% | -62.3% | +5.6% |
| 6M | +12.6% | +528.5% | -515.9% | +10.9% |
| YTD | +28.2% | +122.4% | -94.2% | +27.0% |
| 1Y | +30.4% | +154.4% | -123.9% | +28.9% |
| 3Y | +54.6% | +68.0% | -13.4% | +47.0% |
| All | +35.0% | -35.6% | +70.7% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling