+2,072.5%
FTNT vs DVA
+187.8%
+1,884.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | +7.6% | -10.9% | +18.5% | +9.1% |
| 6M | +87.0% | +17.3% | +69.7% | +80.1% |
| YTD | +96.5% | +59.8% | +36.7% | +77.4% |
| 1Y | +92.9% | +36.3% | +56.7% | +79.4% |
| 3Y | +139.8% | +88.6% | +51.2% | +104.2% |
| 5Y | +151.3% | +47.5% | +103.8% | +119.9% |
| All | +2,072.5% | +187.8% | +1,884.7% | +1,475.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling