+1,440.5%
FANG vs VRSN
+523.1%
+917.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +2.6% | +3.8% | -1.1% | +1.2% |
| 3M | +7.6% | +5.0% | +2.6% | +5.1% |
| 6M | +17.3% | +24.9% | -7.5% | +7.3% |
| YTD | +38.7% | +21.6% | +17.1% | +27.4% |
| 1Y | +51.6% | +2.4% | +49.2% | +48.0% |
| 3Y | +50.0% | +47.3% | +2.6% | +24.5% |
| 5Y | +237.6% | +34.7% | +202.8% | +182.8% |
| 10Y | +180.7% | +298.1% | -117.4% | +55.1% |
| All | +1,440.5% | +523.1% | +917.4% | +648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling