+248.9%
A vs VRSN
+285.8%
-36.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.2% |
| 7D | -4.4% | -1.0% | -3.3% | -3.9% |
| 30D | -2.7% | -1.9% | -0.8% | -2.0% |
| 3M | +7.0% | +1.4% | +5.7% | +5.5% |
| 6M | +24.6% | +19.0% | +5.6% | +12.4% |
| YTD | +7.0% | +19.2% | -12.2% | -4.1% |
| 1Y | +15.6% | +1.7% | +13.9% | +11.9% |
| 3Y | +29.9% | +41.4% | -11.5% | +2.6% |
| 5Y | -15.4% | +31.7% | -47.0% | -31.8% |
| 10Y | +248.9% | +290.3% | -41.4% | +68.4% |
| All | +248.9% | +285.8% | -36.9% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling