+153.4%
EXE vs VRSN
+57.4%
+96.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | -2.2% | +3.9% | -6.0% | -3.1% |
| 3M | -5.9% | +9.3% | -15.2% | -7.9% |
| 6M | -5.7% | +6.7% | -12.4% | -7.4% |
| YTD | -17.8% | +30.0% | -47.9% | -23.7% |
| 1Y | -23.1% | +26.0% | -49.1% | -28.0% |
| 3Y | +21.2% | +53.1% | -31.9% | +5.5% |
| 5Y | +78.8% | +35.0% | +43.8% | +51.0% |
| All | +153.4% | +57.4% | +96.0% | +116.0% |
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