-44.0%
S vs VRSN
+39.2%
-83.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.7% |
| 7D | +1.2% | -1.2% | +2.5% | +2.3% |
| 30D | -7.3% | +3.8% | -11.1% | -10.2% |
| 3M | +5.9% | +9.5% | -3.6% | -1.9% |
| 6M | +45.6% | +10.3% | +35.4% | +33.5% |
| YTD | +58.5% | +30.5% | +28.0% | +24.5% |
| 1Y | +37.6% | +27.9% | +9.7% | +9.8% |
| 3Y | +51.7% | +54.3% | -2.6% | -4.9% |
| 5Y | -67.5% | +37.2% | -104.7% | -75.9% |
| All | -44.0% | +39.2% | -83.2% | -60.0% |
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