+35.2%
FROG vs VRSN
+44.5%
-9.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -11.3% | +0.1% | -11.3% | -11.3% |
| 30D | +3.6% | -0.2% | +3.8% | +3.7% |
| 3M | +1.7% | -0.3% | +2.0% | +1.0% |
| 6M | +123.5% | +23.0% | +100.5% | +95.2% |
| YTD | +40.2% | +21.3% | +18.9% | +23.0% |
| 1Y | +81.0% | +6.7% | +74.3% | +70.8% |
| 3Y | +194.8% | +45.0% | +149.8% | +121.0% |
| 5Y | +131.8% | +35.0% | +96.8% | +77.6% |
| All | +35.2% | +44.5% | -9.3% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling