+302.5%
NSC vs VRSN
+289.3%
+13.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.2% |
| 7D | -5.4% | -0.8% | -4.5% | -5.0% |
| 30D | +2.9% | +0.7% | +2.3% | +2.6% |
| 3M | -2.2% | +4.1% | -6.3% | -4.2% |
| 6M | +5.3% | +6.7% | -1.4% | +1.3% |
| YTD | +14.8% | +27.1% | -12.3% | +1.2% |
| 1Y | +16.6% | +28.0% | -11.4% | +2.3% |
| 3Y | +78.6% | +52.6% | +26.0% | +40.7% |
| 5Y | +27.2% | +33.3% | -6.1% | +4.4% |
| 10Y | +302.5% | +279.5% | +23.0% | +121.0% |
| All | +302.5% | +289.3% | +13.2% | +121.0% |
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