+1,112.0%
VST vs VRSN
+287.3%
+824.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.1% | +11.6% | +10.8% |
| 7D | -9.8% | +0.5% | -10.3% | -10.0% |
| 30D | -25.1% | +4.9% | -30.1% | -26.2% |
| 3M | -11.6% | +5.8% | -17.4% | -13.2% |
| 6M | -20.9% | +12.6% | -33.5% | -24.4% |
| YTD | -22.3% | +28.2% | -50.5% | -29.4% |
| 1Y | -32.0% | +30.4% | -62.4% | -38.7% |
| 3Y | +262.4% | +54.6% | +207.8% | +199.1% |
| 5Y | +563.4% | +35.1% | +528.3% | +464.8% |
| All | +1,112.0% | +287.3% | +824.8% | +594.3% |
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