+999.8%
ARES vs VRSN
+285.8%
+714.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.9% |
| 7D | -2.7% | -1.0% | -1.6% | -2.2% |
| 30D | -2.4% | -1.9% | -0.5% | -1.6% |
| 3M | +3.9% | +1.4% | +2.5% | +2.5% |
| 6M | +26.4% | +19.0% | +7.3% | +13.1% |
| YTD | -14.9% | +19.2% | -34.1% | -24.6% |
| 1Y | -20.4% | +1.7% | -22.1% | -23.0% |
| 3Y | +38.8% | +41.4% | -2.6% | +7.2% |
| 5Y | +97.0% | +31.7% | +65.3% | +57.4% |
| 10Y | +999.8% | +290.3% | +709.5% | +619.5% |
| All | +999.8% | +285.8% | +714.0% | +619.5% |
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