+304.4%
VRSN vs CAPR
-65.7%
+370.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +3.9% | +44.6% | -40.8% | +3.5% |
| 3M | +9.3% | +126.4% | -117.0% | +8.4% |
| 6M | +6.7% | -68.6% | +75.2% | +6.9% |
| YTD | +30.0% | -67.0% | +97.0% | +30.2% |
| 1Y | +26.0% | +65.2% | -39.2% | +22.1% |
| 3Y | +53.1% | +235.6% | -182.4% | +43.5% |
| 5Y | +35.0% | +175.4% | -140.4% | +25.6% |
| All | +304.4% | -65.7% | +370.1% | +264.8% |
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