+1,348.4%
FERG vs VRSN
+1,312.7%
+35.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -10.2% | -0.2% | -10.0% | -10.2% |
| 3M | -0.6% | -0.3% | -0.3% | -0.7% |
| 6M | -6.5% | +23.0% | -29.5% | -9.2% |
| YTD | +4.2% | +21.3% | -17.2% | +1.2% |
| 1Y | -2.3% | +6.7% | -9.0% | -3.5% |
| 3Y | +48.5% | +45.0% | +3.5% | +40.5% |
| 5Y | +72.0% | +35.0% | +37.0% | +62.3% |
| 10Y | +369.9% | +276.3% | +93.6% | +332.8% |
| All | +1,348.4% | +1,312.7% | +35.7% | +1,216.7% |
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