-23.7%
FPS vs VRSN
+30.2%
-53.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | 0.0% |
| 7D | +13.6% | +1.4% | +12.1% | +14.7% |
| 30D | -32.4% | +3.9% | -36.2% | -30.7% |
| 3M | -41.1% | +9.3% | -50.4% | -36.9% |
| 6M | -51.4% | +6.7% | -58.1% | -47.2% |
| All | -23.7% | +30.2% | -53.9% | +4.4% |
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