+70.7%
FROG vs VRSN
+54.6%
+16.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +48.2% | +0.1% | +48.1% | +47.8% |
| 30D | +11.4% | +3.6% | +7.8% | +9.1% |
| 3M | +28.5% | +10.8% | +17.8% | +21.0% |
| 6M | +63.7% | +9.9% | +53.8% | +52.9% |
| YTD | +77.1% | +29.8% | +47.3% | +49.2% |
| 1Y | +79.3% | +26.3% | +53.0% | +53.3% |
| 3Y | +323.8% | +53.5% | +270.3% | +207.8% |
| 5Y | +198.9% | +34.8% | +164.1% | +128.0% |
| All | +70.7% | +54.6% | +16.1% | +17.0% |
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 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