+131.2%
FTV vs VRSN
+275.4%
-144.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.1% |
| 7D | -0.7% | -1.2% | +0.6% | -0.2% |
| 30D | +18.3% | +3.8% | +14.6% | +16.5% |
| 3M | +10.2% | +9.5% | +0.7% | +5.9% |
| 6M | +12.8% | +10.3% | +2.6% | +7.3% |
| YTD | +23.4% | +30.5% | -7.1% | +8.4% |
| 1Y | +31.4% | +27.9% | +3.6% | +16.5% |
| 3Y | +38.7% | +54.3% | -15.6% | +10.4% |
| 5Y | +18.6% | +37.2% | -18.6% | -2.3% |
| 10Y | +110.1% | +293.1% | -182.9% | +15.9% |
| All | +131.2% | +275.4% | -144.2% | +28.3% |
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