+275.8%
VRSN vs M
-6.4%
+282.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -3.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -3.9% | -11.6% | +7.7% | -2.9% |
| 3M | -0.1% | +1.6% | -1.8% | -0.4% |
| 6M | +16.4% | +25.2% | -8.8% | +13.8% |
| YTD | +17.2% | +3.8% | +13.5% | +16.3% |
| 1Y | +1.0% | +36.3% | -35.4% | -2.5% |
| 3Y | +39.1% | +116.3% | -77.2% | +25.8% |
| 5Y | +29.0% | +28.2% | +0.8% | +20.1% |
| 10Y | +275.8% | -3.4% | +279.2% | +233.4% |
| All | +275.8% | -6.4% | +282.2% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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