+2,397.0%
VRT vs VRSN
+100.2%
+2,296.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | -7.7% | -1.5% | -6.2% | -7.3% |
| 30D | -12.0% | +0.7% | -12.7% | -12.4% |
| 3M | -11.7% | +0.6% | -12.2% | -13.0% |
| 6M | -8.1% | +21.7% | -29.8% | -17.1% |
| YTD | +53.2% | +20.0% | +33.2% | +37.5% |
| 1Y | +81.7% | +3.2% | +78.5% | +74.2% |
| 3Y | +535.3% | +42.4% | +492.9% | +409.0% |
| 5Y | +916.4% | +33.0% | +883.4% | +734.1% |
| All | +2,397.0% | +100.2% | +2,296.8% | +1,805.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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