+601.3%
VRSN vs ALM
+3,516.3%
-2,915.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +9.0% | +1.7% |
| 7D | -0.9% | -6.3% | +5.4% | -0.9% |
| 30D | +2.4% | -31.4% | +33.9% | +2.5% |
| 3M | +6.4% | -40.6% | +47.0% | +6.4% |
| 6M | +8.6% | -58.6% | +67.2% | +8.6% |
| YTD | +29.3% | -7.6% | +36.9% | +29.2% |
| 1Y | +27.2% | +13.8% | +13.3% | +27.1% |
| 3Y | +52.8% | +842.1% | -789.3% | +52.2% |
| 5Y | +36.7% | +407.4% | -370.7% | +36.2% |
| 10Y | +290.8% | +2,079.4% | -1,788.6% | +289.3% |
| All | +601.3% | +3,516.3% | -2,915.0% | +602.7% |
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