+303.7%
VRSN vs ACM
+131.3%
+172.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | +5.1% | -4.9% | -1.3% |
| 30D | +3.6% | +18.7% | -15.1% | -1.6% |
| 3M | +10.8% | +15.5% | -4.7% | +5.8% |
| 6M | +9.9% | +1.2% | +8.7% | +8.8% |
| YTD | +29.8% | -25.2% | +55.1% | +38.9% |
| 1Y | +26.3% | -46.3% | +72.6% | +49.2% |
| 3Y | +53.5% | -9.6% | +63.1% | +51.5% |
| 5Y | +34.8% | +4.4% | +30.4% | +26.4% |
| All | +303.7% | +131.3% | +172.4% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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