+24.9%
VRSN vs VSXY
+42.7%
-17.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.2% | -3.6% |
| 7D | -2.1% | -6.8% | +4.6% | -1.8% |
| 30D | -3.9% | -20.4% | +16.5% | -2.8% |
| 3M | -0.1% | +2.9% | -3.0% | -0.5% |
| 6M | +16.4% | +67.9% | -51.5% | +11.9% |
| YTD | +17.2% | +44.9% | -27.6% | +13.4% |
| 1Y | +1.0% | +205.9% | -204.9% | -7.5% |
| 3Y | +39.1% | +373.9% | -334.8% | +17.2% |
| 5Y | +29.0% | +23.5% | +5.5% | +19.4% |
| All | +24.9% | +42.7% | -17.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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