-8.5%
FPS vs VRSN
+25.8%
-34.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.2% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | -18.6% | -0.2% | -18.4% | -18.5% |
| 3M | -51.5% | -0.3% | -51.2% | -49.8% |
| 6M | -8.5% | +23.0% | -31.5% | +11.0% |
| All | -8.5% | +25.8% | -34.3% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling