-22.6%
FPS vs VRSN
+32.3%
-54.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.3% | -18.6% | -16.4% |
| 7D | -23.3% | +3.6% | -26.9% | -21.4% |
| 30D | -42.4% | +8.8% | -51.2% | -38.9% |
| 3M | -43.0% | +6.6% | -49.7% | -40.4% |
| 6M | -44.5% | +16.7% | -61.1% | -35.5% |
| All | -22.6% | +32.3% | -54.9% | +7.2% |
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