+488.9%
FE vs VRSN
+7,034.5%
-6,545.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +5.2% | +4.9% | +0.3% | +4.8% |
| 3M | 0.0% | +5.8% | -5.9% | -0.5% |
| 6M | +5.0% | +12.6% | -7.5% | +4.0% |
| YTD | +7.9% | +28.2% | -20.3% | +5.6% |
| 1Y | +6.3% | +30.4% | -24.1% | +4.0% |
| 3Y | +46.0% | +54.6% | -8.6% | +40.7% |
| 5Y | +45.6% | +35.1% | +10.6% | +41.2% |
| 10Y | +109.3% | +294.0% | -184.6% | +91.1% |
| All | +488.9% | +7,034.5% | -6,545.6% | +399.4% |
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