+61.0%
FROG vs VRSN
+29.6%
+31.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.9% |
| 7D | +17.0% | -0.9% | +17.9% | +17.4% |
| 30D | +1.3% | +2.4% | -1.1% | +0.3% |
| 3M | +17.5% | +6.4% | +11.1% | +14.6% |
| 6M | +46.8% | +8.6% | +38.2% | +41.5% |
| YTD | +65.8% | +29.3% | +36.5% | +43.7% |
| 1Y | +61.0% | +27.2% | +33.8% | +38.7% |
| All | +61.0% | +29.6% | +31.3% | +38.7% |
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 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