-69.4%
VFC vs VRSN
+291.2%
-360.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.9% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -13.4% | -1.9% | -11.5% | -12.8% |
| 3M | -23.7% | +1.4% | -25.1% | -24.8% |
| 6M | -24.5% | +19.0% | -43.5% | -31.4% |
| YTD | -27.8% | +19.2% | -47.0% | -35.0% |
| 1Y | -13.5% | +1.7% | -15.1% | -15.9% |
| 3Y | -27.1% | +41.4% | -68.5% | -40.6% |
| 5Y | -79.0% | +31.7% | -110.7% | -82.7% |
| All | -69.4% | +291.2% | -360.6% | -81.0% |
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