+233.0%
BAC vs VRSN
+296.1%
-63.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.9% | -1.2% | -0.6% | -1.4% |
| 30D | -7.2% | +3.8% | -10.9% | -8.5% |
| 3M | -20.4% | +9.5% | -29.9% | -23.3% |
| 6M | +1.3% | +10.3% | -9.0% | -3.5% |
| YTD | -6.4% | +30.5% | -36.9% | -17.5% |
| 1Y | -3.5% | +27.9% | -31.4% | -14.3% |
| 3Y | +96.7% | +54.3% | +42.4% | +56.8% |
| 5Y | +20.6% | +37.2% | -16.6% | -1.0% |
| 10Y | +233.0% | +293.1% | -60.0% | +75.1% |
| All | +233.0% | +296.1% | -63.0% | +75.1% |
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