-54.4%
FPS vs VRSN
+13.9%
-68.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.1% | +6.4% |
| 7D | -24.5% | +0.5% | -25.0% | -24.2% |
| 30D | -52.1% | +4.9% | -57.0% | -50.5% |
| 3M | -48.4% | +5.8% | -54.2% | -46.1% |
| 6M | -54.4% | +12.6% | -66.9% | -47.7% |
| All | -54.4% | +13.9% | -68.3% | -47.7% |
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 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