+81.0%
F vs VRSN
+289.3%
-208.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +2.9% | +0.7% | +2.2% | +2.5% |
| 3M | -9.5% | +4.1% | -13.6% | -11.1% |
| 6M | +4.0% | +6.7% | -2.7% | +0.3% |
| YTD | -1.3% | +27.1% | -28.3% | -12.5% |
| 1Y | -1.9% | +28.0% | -29.9% | -13.5% |
| 3Y | +53.5% | +52.6% | +0.9% | +21.8% |
| 5Y | -15.1% | +33.3% | -48.5% | -29.7% |
| 10Y | +81.0% | +279.5% | -198.5% | +2.5% |
| All | +81.0% | +289.3% | -208.3% | +2.5% |
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