-50.2%
VFC vs VRSN
+291.7%
-341.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.7% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | +24.6% | +3.6% | +21.1% | +22.7% |
| 3M | +38.4% | +10.8% | +27.7% | +32.0% |
| 6M | +15.3% | +9.9% | +5.3% | +9.1% |
| YTD | +12.7% | +29.8% | -17.1% | -2.5% |
| 1Y | +32.7% | +26.3% | +6.4% | +16.2% |
| 3Y | +43.7% | +53.5% | -9.8% | +12.1% |
| 5Y | -69.2% | +34.8% | -103.9% | -74.8% |
| All | -50.2% | +291.7% | -341.9% | -71.2% |
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