+533.2%
XYZ vs VRSN
+246.5%
+286.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | +16.7% | -0.3% | +17.0% | +15.0% |
| 6M | +26.9% | +23.0% | +3.9% | +1.2% |
| YTD | +27.1% | +21.3% | +5.8% | +1.7% |
| 1Y | +9.3% | +6.7% | +2.5% | -2.4% |
| 3Y | +42.3% | +45.0% | -2.7% | -10.8% |
| 5Y | -69.3% | +35.0% | -104.4% | -78.7% |
| 10Y | +586.8% | +276.3% | +310.5% | +160.1% |
| All | +533.2% | +246.5% | +286.7% | +142.3% |
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