+4,079.4%
FFIV vs VRSN
+1,244.3%
+2,835.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -8.1% | +0.5% | -8.6% | -8.3% |
| 30D | -33.4% | +4.9% | -38.3% | -34.9% |
| 3M | -24.7% | +5.8% | -30.6% | -27.0% |
| 6M | -8.8% | +12.6% | -21.4% | -14.8% |
| YTD | +21.8% | +28.2% | -6.5% | +6.3% |
| 1Y | +25.3% | +30.4% | -5.1% | +8.4% |
| 3Y | +101.2% | +54.6% | +46.6% | +57.9% |
| 5Y | +40.2% | +35.1% | +5.1% | +16.3% |
| 10Y | +129.0% | +294.0% | -165.0% | +9.9% |
| All | +4,079.4% | +1,244.3% | +2,835.1% | +542.8% |
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