+272.5%
RF vs VRSN
+287.3%
-14.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +6.0% | +4.9% | +1.1% | +4.0% |
| 3M | -8.9% | +5.8% | -14.7% | -11.1% |
| 6M | +2.3% | +12.6% | -10.2% | -3.2% |
| YTD | +7.6% | +28.2% | -20.7% | -4.3% |
| 1Y | +21.2% | +30.4% | -9.3% | +6.9% |
| 3Y | +108.5% | +54.6% | +54.0% | +67.1% |
| 5Y | +43.2% | +35.1% | +8.1% | +19.1% |
| All | +272.5% | +287.3% | -14.8% | +123.0% |
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