+13.8%
FIX vs VRSN
+29.6%
-15.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | +0.2% |
| 7D | -13.9% | -0.9% | -13.1% | -14.2% |
| 30D | -35.5% | +2.4% | -38.0% | -34.8% |
| 3M | -33.9% | +6.4% | -40.3% | -31.2% |
| 6M | -43.3% | +8.6% | -51.9% | -38.3% |
| YTD | +18.7% | +29.3% | -10.6% | +40.9% |
| 1Y | +13.8% | +27.2% | -13.4% | +34.3% |
| All | +13.8% | +29.6% | -15.9% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling