+285.9%
VRSN vs USFR
+28.0%
+257.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +0.7% | +0.3% | +0.4% | +0.8% |
| 3M | +0.6% | +1.0% | -0.4% | +0.7% |
| 6M | +21.7% | +1.9% | +19.8% | +22.3% |
| YTD | +20.0% | +2.7% | +17.3% | +20.8% |
| 1Y | +3.2% | +4.0% | -0.8% | +4.2% |
| 3Y | +42.4% | +14.1% | +28.3% | +48.9% |
| 5Y | +33.0% | +20.5% | +12.5% | +40.9% |
| All | +285.9% | +28.0% | +257.9% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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