+179.9%
FROG vs VRSN
+34.1%
+145.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.7% |
| 7D | +27.1% | -0.8% | +27.9% | +27.7% |
| 30D | +5.8% | +0.7% | +5.1% | +5.3% |
| 3M | +20.8% | +4.1% | +16.7% | +17.8% |
| 6M | +53.3% | +6.7% | +46.6% | +45.6% |
| YTD | +73.2% | +27.1% | +46.1% | +47.0% |
| 1Y | +80.3% | +28.0% | +52.3% | +52.0% |
| 3Y | +318.3% | +52.6% | +265.7% | +199.1% |
| 5Y | +179.9% | +33.3% | +146.6% | +115.8% |
| All | +179.9% | +34.1% | +145.8% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling