+5,150.0%
FFIV vs VRSN
+1,172.0%
+3,978.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -5.1% | -0.2% | -4.9% | -5.2% |
| 3M | -4.5% | -0.3% | -4.2% | -5.3% |
| 6M | +36.5% | +23.0% | +13.5% | +22.3% |
| YTD | +53.0% | +21.3% | +31.6% | +37.3% |
| 1Y | +24.2% | +6.7% | +17.5% | +18.2% |
| 3Y | +137.2% | +45.0% | +92.3% | +91.7% |
| 5Y | +91.8% | +35.0% | +56.7% | +59.1% |
| 10Y | +215.2% | +276.3% | -61.2% | +54.4% |
| All | +5,150.0% | +1,172.0% | +3,978.0% | +730.0% |
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