+163.6%
W vs VRSN
+445.8%
-282.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.9% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -7.6% | -0.2% | -7.4% | -7.8% |
| 3M | +37.2% | -0.3% | +37.5% | +34.7% |
| 6M | +26.3% | +23.0% | +3.3% | +0.1% |
| YTD | -1.0% | +21.3% | -22.3% | -21.3% |
| 1Y | +20.1% | +6.7% | +13.4% | +6.8% |
| 3Y | +37.8% | +45.0% | -7.2% | -14.6% |
| 5Y | -63.7% | +35.0% | -98.7% | -74.6% |
| 10Y | +156.3% | +276.3% | -120.0% | +2.0% |
| All | +163.6% | +445.8% | -282.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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