-30.1%
NVTS vs VRSN
+47.9%
-78.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | +3.9% | +1.4% | +2.5% | +3.1% |
| 30D | -4.3% | +3.9% | -8.2% | -6.1% |
| 3M | -34.5% | +9.3% | -43.8% | -37.8% |
| 6M | -57.7% | +6.7% | -64.4% | -60.1% |
| YTD | +25.4% | +30.0% | -4.7% | +0.1% |
| 1Y | +13.1% | +26.0% | -12.9% | -7.5% |
| 3Y | +48.9% | +53.1% | -4.2% | -5.5% |
| 5Y | -51.8% | +35.0% | -86.8% | -65.8% |
| All | -30.1% | +47.9% | -78.0% | -52.0% |
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