+2,625.3%
FN vs VRSN
+1,242.1%
+1,383.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.9% | -12.4% | -13.5% |
| 7D | -16.0% | +2.0% | -18.0% | -16.5% |
| 30D | -40.1% | +6.5% | -46.6% | -41.5% |
| 3M | -43.9% | +6.7% | -50.6% | -45.6% |
| 6M | -55.6% | +13.8% | -69.4% | -58.9% |
| YTD | -35.7% | +29.6% | -65.3% | -44.9% |
| 1Y | -39.8% | +29.5% | -69.3% | -48.5% |
| 3Y | +80.3% | +56.9% | +23.4% | +35.0% |
| 5Y | +143.3% | +36.6% | +106.7% | +92.7% |
| 10Y | +682.3% | +298.3% | +384.0% | +246.7% |
| All | +2,625.3% | +1,242.1% | +1,383.2% | +516.7% |
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