+90.0%
IT vs VRSN
+293.8%
-203.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -12.7% | -1.5% | -11.2% | -11.9% |
| 30D | -8.9% | +0.7% | -9.6% | -9.2% |
| 3M | +10.1% | +0.6% | +9.6% | +10.0% |
| 6M | +7.3% | +21.7% | -14.5% | -3.4% |
| YTD | -32.4% | +20.0% | -52.4% | -38.6% |
| 1Y | -26.6% | +3.2% | -29.8% | -28.2% |
| 3Y | -51.8% | +42.4% | -94.2% | -60.8% |
| 5Y | -45.6% | +33.0% | -78.6% | -54.8% |
| All | +90.0% | +293.8% | -203.8% | +9.4% |
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