+303.7%
VRSN vs ALM
+1,942.8%
-1,639.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | +0.1% | -4.0% | +4.2% | +0.2% |
| 30D | +3.6% | -30.5% | +34.1% | +4.2% |
| 3M | +10.8% | -46.9% | +57.7% | +11.9% |
| 6M | +9.9% | -65.5% | +75.5% | +11.8% |
| YTD | +29.8% | -13.4% | +43.2% | +28.2% |
| 1Y | +26.3% | +9.8% | +16.5% | +23.7% |
| 3Y | +53.5% | +783.1% | -729.6% | +39.2% |
| 5Y | +34.8% | +378.3% | -343.5% | +23.2% |
| All | +303.7% | +1,942.8% | -1,639.1% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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