+589.4%
VRSN vs ALM
+3,798.4%
-3,209.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.1% | -9.0% | -0.9% |
| 7D | -0.8% | +0.7% | -1.6% | -0.8% |
| 30D | +0.7% | -26.1% | +26.8% | +0.7% |
| 3M | +4.1% | -38.1% | +42.3% | +4.2% |
| 6M | +6.7% | -55.4% | +62.1% | +6.8% |
| YTD | +27.1% | -0.4% | +27.5% | +27.0% |
| 1Y | +28.0% | +25.4% | +2.6% | +27.8% |
| 3Y | +52.6% | +907.8% | -855.1% | +52.0% |
| 5Y | +33.3% | +440.2% | -406.9% | +32.8% |
| 10Y | +279.5% | +2,031.1% | -1,751.6% | +278.0% |
| All | +589.4% | +3,798.4% | -3,209.1% | +590.7% |
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