+59.8%
FROG vs VRSN
+54.0%
+5.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.2% |
| 7D | +17.0% | -0.9% | +17.9% | +17.5% |
| 30D | +1.3% | +2.4% | -1.1% | -0.2% |
| 3M | +17.5% | +6.4% | +11.1% | +13.1% |
| 6M | +46.8% | +8.6% | +38.2% | +38.1% |
| YTD | +65.8% | +29.3% | +36.5% | +40.0% |
| 1Y | +61.0% | +27.2% | +33.8% | +36.9% |
| 3Y | +296.7% | +52.8% | +243.9% | +188.8% |
| 5Y | +177.8% | +36.7% | +141.1% | +110.4% |
| All | +59.8% | +54.0% | +5.9% | +9.8% |
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