+290.3%
VRSN vs STLA
+46.8%
+243.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.9% | -5.2% | +3.3% | -1.0% |
| 3M | +1.4% | -24.9% | +26.2% | +6.6% |
| 6M | +19.0% | -25.2% | +44.2% | +24.5% |
| YTD | +19.2% | -51.4% | +70.6% | +35.2% |
| 1Y | +1.7% | -40.7% | +42.4% | +9.8% |
| 3Y | +41.4% | -66.3% | +107.7% | +66.5% |
| 5Y | +31.7% | -63.2% | +94.9% | +47.5% |
| 10Y | +290.3% | +48.7% | +241.5% | +226.6% |
| All | +290.3% | +46.8% | +243.5% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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