+22.2%
Z vs VRSN
+358.6%
-336.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.3% | +8.1% | +8.6% |
| 7D | +10.2% | +3.6% | +6.6% | +7.8% |
| 30D | +23.7% | +8.8% | +14.9% | +17.4% |
| 3M | -6.6% | +6.6% | -13.2% | -10.2% |
| 6M | -23.0% | +16.7% | -39.7% | -30.4% |
| YTD | -50.3% | +32.1% | -82.4% | -58.9% |
| 1Y | -53.6% | +34.1% | -87.6% | -62.1% |
| 3Y | -10.1% | +59.9% | -70.0% | -36.2% |
| 5Y | -49.8% | +40.5% | -90.2% | -61.7% |
| 10Y | -1.6% | +305.9% | -307.5% | -54.5% |
| All | +22.2% | +358.6% | -336.4% | -47.0% |
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