+290.8%
VRSN vs ALLY
+182.8%
+108.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +2.4% | +1.1% | +1.3% | +2.1% |
| 3M | +6.4% | -13.2% | +19.6% | +9.3% |
| 6M | +8.6% | -13.5% | +22.0% | +11.2% |
| YTD | +29.3% | -14.3% | +43.5% | +32.2% |
| 1Y | +27.2% | -1.1% | +28.3% | +26.2% |
| 3Y | +52.8% | +62.0% | -9.2% | +32.3% |
| 5Y | +36.7% | -9.6% | +46.4% | +30.6% |
| 10Y | +290.8% | +176.0% | +114.9% | +191.0% |
| All | +290.8% | +182.8% | +108.0% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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