+29.0%
VRSN vs ALM
+1,033.0%
-1,004.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.8% | -12.2% | -3.4% |
| 7D | -2.1% | +8.4% | -10.6% | -2.2% |
| 30D | -3.9% | +34.8% | -38.8% | -4.1% |
| 3M | -0.1% | +16.2% | -16.4% | -0.2% |
| 6M | +16.4% | +2.1% | +14.3% | +16.1% |
| YTD | +17.2% | +117.0% | -99.8% | +14.9% |
| 1Y | +1.0% | +313.9% | -312.9% | -2.5% |
| 3Y | +39.1% | +2,327.9% | -2,288.8% | +27.6% |
| 5Y | +29.0% | +1,040.6% | -1,011.6% | +20.8% |
| All | +29.0% | +1,033.0% | -1,004.0% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling