+279.5%
VRSN vs CAPR
-64.9%
+344.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.4% | -1.0% |
| 7D | -0.8% | +36.0% | -36.9% | -1.0% |
| 30D | +0.7% | +25.8% | -25.1% | +0.5% |
| 3M | +4.1% | +140.8% | -136.7% | +3.3% |
| 6M | +6.7% | -67.6% | +74.3% | +7.0% |
| YTD | +27.1% | -65.9% | +92.9% | +27.2% |
| 1Y | +28.0% | +66.1% | -38.1% | +24.2% |
| 3Y | +52.6% | +256.9% | -204.3% | +43.2% |
| 5Y | +33.3% | +172.1% | -138.8% | +24.3% |
| 10Y | +279.5% | -64.7% | +344.2% | +238.4% |
| All | +279.5% | -64.9% | +344.5% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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