+109.8%
FE vs VRSN
+292.9%
-183.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +5.2% | +4.9% | +0.3% | +3.5% |
| 3M | 0.0% | +5.8% | -5.9% | -2.0% |
| 6M | +5.0% | +12.6% | -7.5% | +0.2% |
| YTD | +7.9% | +28.2% | -20.3% | -2.1% |
| 1Y | +6.3% | +30.4% | -24.1% | -4.2% |
| 3Y | +46.0% | +54.6% | -8.6% | +21.3% |
| 5Y | +45.6% | +35.1% | +10.6% | +24.5% |
| All | +109.8% | +292.9% | -183.1% | +47.3% |
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