+337.2%
IR vs VRSN
+256.3%
+81.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.3% | +0.1% | +4.1% | +4.1% |
| 30D | +8.1% | +3.6% | +4.5% | +6.5% |
| 3M | +0.7% | +10.8% | -10.1% | -3.7% |
| 6M | +16.6% | +9.9% | +6.7% | +10.8% |
| YTD | +7.8% | +29.8% | -22.0% | -5.9% |
| 1Y | +9.9% | +26.3% | -16.4% | -2.8% |
| 3Y | +25.2% | +53.5% | -28.3% | -1.4% |
| 5Y | +46.8% | +34.8% | +12.0% | +20.7% |
| All | +337.2% | +256.3% | +81.0% | +128.5% |
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