+487.3%
FE vs VRSN
+6,651.0%
-6,163.7%
-55.7%
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 | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | +3.5% | -0.3% | +3.8% | +3.4% |
| 6M | -6.1% | +23.0% | -29.0% | -7.6% |
| YTD | +7.6% | +21.3% | -13.7% | +5.8% |
| 1Y | +11.9% | +6.7% | +5.2% | +11.0% |
| 3Y | +48.4% | +45.0% | +3.5% | +43.7% |
| 5Y | +44.8% | +35.0% | +9.8% | +40.4% |
| 10Y | +115.9% | +276.3% | -160.5% | +97.8% |
| All | +487.3% | +6,651.0% | -6,163.7% | +400.2% |
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