+275.8%
VRSN vs ES
+85.1%
+190.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -3.9% | -1.2% | -2.8% | -3.5% |
| 3M | -0.1% | +5.0% | -5.1% | -2.0% |
| 6M | +16.4% | -2.8% | +19.2% | +17.1% |
| YTD | +17.2% | +8.6% | +8.7% | +13.0% |
| 1Y | +1.0% | +18.9% | -17.9% | -6.7% |
| 3Y | +39.1% | +32.1% | +7.0% | +20.5% |
| 5Y | +29.0% | -5.1% | +34.1% | +27.8% |
| 10Y | +275.8% | +84.2% | +191.6% | +210.8% |
| All | +275.8% | +85.1% | +190.7% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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