+285.9%
VRSN vs VCLT
+17.0%
+268.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.2% |
| 7D | -1.5% | -1.3% | -0.2% | -1.0% |
| 30D | +0.7% | -1.1% | +1.8% | +1.2% |
| 3M | +0.6% | -3.7% | +4.2% | +2.2% |
| 6M | +21.7% | -4.0% | +25.7% | +23.9% |
| YTD | +20.0% | -3.4% | +23.4% | +21.8% |
| 1Y | +3.2% | -4.1% | +7.3% | +5.0% |
| 3Y | +42.4% | +11.0% | +31.4% | +34.3% |
| 5Y | +33.0% | -17.0% | +50.0% | +41.0% |
| All | +285.9% | +17.0% | +268.9% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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