+8,316.2%
FICO vs VRSN
+7,034.5%
+1,281.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +3.3% | +4.9% | -1.6% | +2.3% |
| 3M | -31.7% | +5.8% | -37.5% | -32.5% |
| 6M | -34.0% | +12.6% | -46.5% | -35.5% |
| YTD | -58.3% | +28.2% | -86.6% | -60.3% |
| 1Y | -57.9% | +30.4% | -88.4% | -60.0% |
| 3Y | -24.1% | +54.6% | -78.6% | -30.3% |
| 5Y | +85.3% | +35.1% | +50.2% | +74.7% |
| 10Y | +520.3% | +294.0% | +226.3% | +404.7% |
| All | +8,316.2% | +7,034.5% | +1,281.7% | +4,272.8% |
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