-46.5%
COMP vs VRSN
+55.6%
-102.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.4% |
| 7D | +14.5% | -0.8% | +15.4% | +15.3% |
| 30D | +14.9% | +0.7% | +14.2% | +14.2% |
| 3M | -14.2% | +4.1% | -18.4% | -17.0% |
| 6M | +23.7% | +6.7% | +17.0% | +15.4% |
| YTD | +2.1% | +27.1% | -25.0% | -20.3% |
| 1Y | +26.2% | +28.0% | -1.8% | -2.5% |
| 3Y | +470.9% | +52.6% | +418.3% | +239.8% |
| 5Y | -14.0% | +33.3% | -47.3% | -45.3% |
| All | -46.5% | +55.6% | -102.1% | -65.4% |
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