+3,689.8%
FN vs VRSN
+1,156.1%
+2,533.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -22.0% | -0.2% | -21.8% | -22.3% |
| 3M | -43.0% | -0.3% | -42.7% | -44.0% |
| 6M | -27.7% | +23.0% | -50.7% | -36.1% |
| YTD | -10.5% | +21.3% | -31.9% | -21.2% |
| 1Y | +12.5% | +6.7% | +5.8% | +4.9% |
| 3Y | +153.8% | +45.0% | +108.8% | +96.5% |
| 5Y | +288.0% | +35.0% | +253.0% | +206.5% |
| 10Y | +906.4% | +276.3% | +630.1% | +354.0% |
| All | +3,689.8% | +1,156.1% | +2,533.6% | +781.3% |
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 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