+558.4%
VRSN vs ALM
+7,705.7%
-7,147.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | -0.2% | +32.0% | -32.2% | -0.2% |
| 3M | -0.3% | -15.0% | +14.7% | -0.3% |
| 6M | +23.0% | -10.1% | +33.1% | +23.0% |
| YTD | +21.3% | +99.4% | -78.1% | +21.2% |
| 1Y | +6.7% | +316.4% | -309.6% | +6.5% |
| 3Y | +45.0% | +2,022.0% | -1,977.0% | +44.3% |
| 5Y | +35.0% | +941.2% | -906.2% | +34.4% |
| 10Y | +276.3% | +2,950.3% | -2,674.0% | +274.6% |
| All | +558.4% | +7,705.7% | -7,147.4% | +559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling