+5,807.5%
VRSN vs M
+131.8%
+5,675.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | +3.8% | +8.1% | -4.3% | +1.6% |
| 3M | +9.5% | +2.2% | +7.3% | +8.3% |
| 6M | +10.3% | +35.1% | -24.9% | +1.5% |
| YTD | +30.5% | +15.8% | +14.7% | +23.5% |
| 1Y | +27.9% | +25.8% | +2.0% | +18.3% |
| 3Y | +54.3% | +156.2% | -101.9% | +12.4% |
| 5Y | +37.2% | -2.4% | +39.5% | +18.0% |
| 10Y | +293.1% | -7.1% | +300.2% | +171.7% |
| All | +5,807.5% | +131.8% | +5,675.6% | +1,538.5% |
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