+4,166.4%
FFIV vs VRSN
+1,255.0%
+2,911.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.9% |
| 7D | -4.2% | -0.9% | -3.3% | -3.8% |
| 30D | -33.9% | +2.4% | -36.3% | -34.7% |
| 3M | -22.6% | +6.4% | -29.0% | -25.1% |
| 6M | -10.4% | +8.6% | -18.9% | -14.9% |
| YTD | +24.3% | +29.3% | -4.9% | +8.1% |
| 1Y | +31.8% | +27.2% | +4.6% | +15.4% |
| 3Y | +99.5% | +52.8% | +46.7% | +57.4% |
| 5Y | +40.7% | +36.7% | +4.0% | +16.1% |
| 10Y | +126.9% | +290.8% | -163.9% | +9.3% |
| All | +4,166.4% | +1,255.0% | +2,911.4% | +553.6% |
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