+104.5%
FTNT vs DVA
+35.1%
+69.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -5.8% | +1.8% | -7.7% | -5.7% |
| 30D | -4.8% | -2.5% | -2.3% | -4.8% |
| 3M | +4.4% | -4.3% | +8.7% | +5.0% |
| 6M | +88.8% | +18.9% | +69.9% | +93.6% |
| YTD | +96.8% | +61.9% | +34.9% | +106.9% |
| 1Y | +104.5% | +35.7% | +68.7% | +116.4% |
| All | +104.5% | +35.1% | +69.3% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling