+5,393.5%
VRSN vs M
+113.2%
+5,280.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | +0.1% | +4.7% | -4.7% | -1.0% |
| 30D | -0.2% | -9.6% | +9.5% | +2.1% |
| 3M | -0.3% | +0.9% | -1.1% | -1.1% |
| 6M | +23.0% | +22.3% | +0.7% | +16.2% |
| YTD | +21.3% | +6.5% | +14.8% | +17.7% |
| 1Y | +6.7% | +38.8% | -32.0% | -3.2% |
| 3Y | +45.0% | +115.9% | -70.9% | +10.3% |
| 5Y | +35.0% | +28.6% | +6.4% | +7.2% |
| 10Y | +276.3% | -2.5% | +278.9% | +153.4% |
| All | +5,393.5% | +113.2% | +5,280.3% | +1,461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling