+162.8%
FTNT vs DVA
+46.8%
+116.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 6M | +87.0% | +17.3% | +69.7% | +84.5% |
| YTD | +96.5% | +59.8% | +36.7% | +88.5% |
| 1Y | +92.9% | +36.3% | +56.7% | +87.9% |
| 3Y | +139.8% | +88.6% | +51.2% | +126.9% |
| All | +162.8% | +46.8% | +116.0% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling