+33.2%
VRSN vs USFR
+21.4%
+11.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +3.9% | +0.4% | +3.5% | +3.9% |
| 3M | +9.3% | +1.1% | +8.3% | +9.5% |
| 6M | +6.7% | +2.0% | +4.6% | +7.1% |
| YTD | +30.0% | +3.5% | +26.6% | +32.0% |
| 1Y | +26.0% | +4.1% | +21.9% | +28.4% |
| 3Y | +53.1% | +14.4% | +38.8% | +81.0% |
| All | +33.2% | +21.4% | +11.9% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling