+217.1%
FROG vs VRSN
+38.4%
+178.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.4% |
| 7D | -5.5% | -2.1% | -3.4% | -4.7% |
| 30D | -3.1% | -3.9% | +0.8% | -1.6% |
| 3M | +1.2% | -0.1% | +1.4% | +0.9% |
| 6M | +113.7% | +16.4% | +97.3% | +98.9% |
| YTD | +38.9% | +17.2% | +21.6% | +28.2% |
| 1Y | +72.0% | +1.0% | +71.0% | +67.6% |
| 3Y | +217.1% | +39.1% | +178.0% | +165.2% |
| All | +217.1% | +38.4% | +178.7% | +165.2% |
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