+110.7%
ED vs VRSN
+285.8%
-175.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -0.2% | -1.0% | +0.9% | 0.0% |
| 30D | +1.9% | -1.9% | +3.8% | +2.3% |
| 3M | +1.9% | +1.4% | +0.5% | +1.3% |
| 6M | -2.3% | +19.0% | -21.3% | -6.5% |
| YTD | +10.9% | +19.2% | -8.3% | +5.8% |
| 1Y | +14.5% | +1.7% | +12.8% | +13.2% |
| 3Y | +33.4% | +41.4% | -8.0% | +20.4% |
| 5Y | +67.3% | +31.7% | +35.6% | +51.1% |
| 10Y | +110.7% | +290.3% | -179.6% | +65.3% |
| All | +110.7% | +285.8% | -175.1% | +65.3% |
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