+206.7%
FN vs VRSN
+37.7%
+169.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.7% |
| 7D | +8.0% | -1.2% | +9.3% | +8.3% |
| 30D | -19.1% | +3.8% | -22.9% | -19.6% |
| 3M | -29.8% | +9.5% | -39.3% | -30.9% |
| 6M | -43.2% | +10.3% | -53.4% | -44.3% |
| YTD | -18.9% | +30.5% | -49.4% | -25.2% |
| 1Y | -17.9% | +27.9% | -45.7% | -23.7% |
| 3Y | +120.1% | +54.3% | +65.8% | +81.1% |
| 5Y | +206.7% | +37.2% | +169.5% | +161.0% |
| All | +206.7% | +37.7% | +169.0% | +161.0% |
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