+291.1%
VRSN vs BG
+166.7%
+124.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.6% |
| 7D | +0.2% | +3.1% | -2.9% | -0.3% |
| 30D | +3.8% | +10.2% | -6.5% | +2.0% |
| 3M | +5.0% | -1.7% | +6.7% | +5.0% |
| 6M | +24.9% | +1.0% | +23.9% | +24.1% |
| YTD | +21.6% | +39.9% | -18.3% | +14.1% |
| 1Y | +2.4% | +53.2% | -50.8% | -5.7% |
| 3Y | +47.3% | +16.3% | +31.1% | +41.1% |
| 5Y | +34.7% | +83.9% | -49.1% | +16.9% |
| All | +291.1% | +166.7% | +124.4% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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