+197.7%
EXC vs VRSN
+285.2%
-87.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +0.1% | -0.9% | +0.9% | +0.3% |
| 30D | +9.0% | +2.4% | +6.6% | +8.0% |
| 3M | +3.3% | +6.4% | -3.1% | +0.8% |
| 6M | +5.7% | +8.6% | -2.9% | +1.9% |
| YTD | +7.3% | +29.3% | -21.9% | -3.5% |
| 1Y | +2.9% | +27.2% | -24.3% | -7.0% |
| 3Y | +29.3% | +52.8% | -23.5% | +6.5% |
| 5Y | +40.1% | +36.7% | +3.3% | +17.9% |
| 10Y | +197.7% | +290.8% | -93.2% | +107.0% |
| All | +197.7% | +285.2% | -87.6% | +107.0% |
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