+507.7%
FAST vs VRSN
+274.2%
+233.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +1.0% |
| 7D | +1.3% | -2.1% | +3.4% | +2.2% |
| 30D | -4.7% | -3.9% | -0.8% | -3.3% |
| 3M | +7.9% | -0.1% | +8.1% | +7.3% |
| 6M | +7.4% | +16.4% | -9.0% | -1.1% |
| YTD | +25.1% | +17.2% | +7.8% | +14.2% |
| 1Y | +4.7% | +1.0% | +3.7% | +2.1% |
| 3Y | +94.7% | +39.1% | +55.6% | +59.1% |
| 5Y | +106.8% | +29.0% | +77.8% | +72.0% |
| 10Y | +507.7% | +275.8% | +231.8% | +241.9% |
| All | +507.7% | +274.2% | +233.5% | +241.9% |
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 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