+48.3%
FITB vs VRSN
+37.7%
+10.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -0.6% | -1.2% | +0.7% | -0.2% |
| 30D | +7.0% | +3.8% | +3.3% | +5.8% |
| 3M | -4.8% | +9.5% | -14.3% | -7.6% |
| 6M | +13.5% | +10.3% | +3.3% | +9.3% |
| YTD | +19.1% | +30.5% | -11.4% | +7.1% |
| 1Y | +30.8% | +27.9% | +2.9% | +18.5% |
| 3Y | +141.6% | +54.3% | +87.3% | +96.4% |
| 5Y | +48.3% | +37.2% | +11.1% | +16.8% |
| All | +48.3% | +37.7% | +10.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling