+285.9%
VRSN vs FLR
+18.3%
+267.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -1.5% | -6.9% | +5.3% | -1.1% |
| 30D | +0.7% | +1.1% | -0.4% | +0.6% |
| 3M | +0.6% | +14.3% | -13.8% | -0.7% |
| 6M | +21.7% | +19.1% | +2.6% | +19.3% |
| YTD | +20.0% | +35.1% | -15.1% | +16.2% |
| 1Y | +3.2% | +29.5% | -26.3% | +0.1% |
| 3Y | +42.4% | +53.0% | -10.6% | +34.1% |
| 5Y | +33.0% | +238.9% | -206.0% | +17.5% |
| All | +285.9% | +18.3% | +267.6% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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