+1,448.6%
FDX vs VRSN
+6,651.0%
-5,202.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +3.8% | -0.2% | +4.0% | +3.8% |
| 3M | -1.3% | -0.3% | -1.0% | -1.5% |
| 6M | +5.0% | +23.0% | -18.0% | +1.1% |
| YTD | +39.6% | +21.3% | +18.3% | +34.5% |
| 1Y | +81.1% | +6.7% | +74.4% | +77.9% |
| 3Y | +63.0% | +45.0% | +18.1% | +51.9% |
| 5Y | +65.6% | +35.0% | +30.6% | +55.3% |
| 10Y | +183.4% | +276.3% | -93.0% | +129.1% |
| All | +1,448.6% | +6,651.0% | -5,202.4% | +589.2% |
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