+1,497.9%
META vs VRSN
+702.3%
+795.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.0% |
| 7D | -3.1% | +2.0% | -5.1% | -4.1% |
| 30D | -18.1% | +6.5% | -24.6% | -20.7% |
| 3M | +2.9% | +6.7% | -3.8% | -0.5% |
| 6M | +0.2% | +13.8% | -13.6% | -7.2% |
| YTD | -8.1% | +29.6% | -37.7% | -21.6% |
| 1Y | -4.5% | +29.5% | -34.0% | -18.5% |
| 3Y | +94.2% | +56.9% | +37.3% | +45.1% |
| 5Y | +79.1% | +36.6% | +42.5% | +44.0% |
| 10Y | +405.9% | +298.3% | +107.6% | +167.3% |
| All | +1,497.9% | +702.3% | +795.6% | +664.3% |
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