+408.2%
VRSN vs QSR
+206.0%
+202.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -1.0% | -2.4% | +1.3% | -0.3% |
| 30D | -1.9% | +5.7% | -7.6% | -3.7% |
| 3M | +1.4% | +6.9% | -5.6% | -1.0% |
| 6M | +19.0% | +6.9% | +12.2% | +16.0% |
| YTD | +19.2% | +14.9% | +4.3% | +13.2% |
| 1Y | +1.7% | +29.1% | -27.4% | -7.2% |
| 3Y | +41.4% | +26.1% | +15.3% | +28.0% |
| 5Y | +31.7% | +42.3% | -10.7% | +13.5% |
| 10Y | +290.3% | +134.0% | +156.3% | +172.5% |
| All | +408.2% | +206.0% | +202.2% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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