+300.2%
NEM vs VRSN
+293.8%
+6.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -3.3% | -1.5% | -1.8% | -3.0% |
| 30D | +7.8% | +0.7% | +7.1% | +7.6% |
| 3M | +36.3% | +0.6% | +35.7% | +35.7% |
| 6M | +6.6% | +21.7% | -15.2% | +1.5% |
| YTD | +27.1% | +20.0% | +7.1% | +21.1% |
| 1Y | +62.3% | +3.2% | +59.2% | +59.8% |
| 3Y | +245.1% | +42.4% | +202.7% | +212.3% |
| 5Y | +154.0% | +33.0% | +121.0% | +129.7% |
| All | +300.2% | +293.8% | +6.4% | +206.6% |
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