+318.3%
FROG vs VRSN
+51.5%
+266.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.5% |
| 7D | +27.1% | -0.8% | +27.9% | +27.5% |
| 30D | +5.8% | +0.7% | +5.1% | +5.5% |
| 3M | +20.8% | +4.1% | +16.7% | +18.9% |
| 6M | +53.3% | +6.7% | +46.6% | +48.7% |
| YTD | +73.2% | +27.1% | +46.1% | +56.2% |
| 1Y | +80.3% | +28.0% | +52.3% | +62.0% |
| 3Y | +318.3% | +52.6% | +265.7% | +260.7% |
| All | +318.3% | +51.5% | +266.9% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling