+36.6%
FFIV vs VRSN
+31.7%
+4.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -9.8% | +3.6% | -13.4% | -10.3% |
| 30D | -28.1% | +8.8% | -36.9% | -29.1% |
| 3M | -20.0% | +6.6% | -26.6% | -20.9% |
| 6M | -0.1% | +16.7% | -16.7% | -2.7% |
| YTD | +29.2% | +32.1% | -3.0% | +24.4% |
| 1Y | +36.6% | +34.1% | +2.5% | +29.5% |
| All | +36.6% | +31.7% | +4.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling