+69.0%
F vs VRSN
+296.1%
-227.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | +3.3% | +3.8% | -0.4% | +1.8% |
| 3M | -11.3% | +9.5% | -20.8% | -14.6% |
| 6M | +5.3% | +10.3% | -4.9% | +0.2% |
| YTD | -2.2% | +30.5% | -32.7% | -14.3% |
| 1Y | -3.5% | +27.9% | -31.4% | -14.7% |
| 3Y | +49.5% | +54.3% | -4.8% | +18.3% |
| 5Y | -13.5% | +37.2% | -50.7% | -29.2% |
| 10Y | +69.0% | +293.1% | -224.0% | -6.9% |
| All | +69.0% | +296.1% | -227.1% | -6.9% |
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