+11.4%
FPS vs VRSN
+17.4%
-6.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.4% | +0.4% |
| 7D | +10.4% | -2.1% | +12.5% | +8.6% |
| 30D | -16.5% | -3.9% | -12.6% | -19.0% |
| 3M | -45.5% | -0.1% | -45.4% | -44.1% |
| 6M | +2.1% | +16.4% | -14.3% | +25.0% |
| All | +11.4% | +17.4% | -6.0% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling