-49.3%
COMP vs VRSN
+59.3%
-108.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | 0.0% | +1.4% | -1.4% | -1.2% |
| 30D | +16.6% | +3.9% | +12.7% | +13.1% |
| 3M | -23.5% | +9.3% | -32.8% | -28.7% |
| 6M | +25.7% | +6.7% | +19.1% | +17.6% |
| YTD | -3.4% | +30.0% | -33.5% | -26.0% |
| 1Y | +7.6% | +26.0% | -18.4% | -15.4% |
| 3Y | +423.6% | +53.1% | +370.5% | +213.3% |
| 5Y | -10.6% | +35.0% | -45.6% | -44.1% |
| All | -49.3% | +59.3% | -108.6% | -67.8% |
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