+9,374.7%
FTNT vs DVA
+512.0%
+8,862.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.2% |
| 30D | -1.4% | -2.0% | +0.7% | -1.0% |
| 3M | +10.1% | -6.3% | +16.3% | +11.0% |
| 6M | +88.2% | +19.4% | +68.8% | +77.5% |
| YTD | +98.3% | +58.5% | +39.8% | +72.1% |
| 1Y | +96.0% | +33.9% | +62.1% | +77.3% |
| 3Y | +145.8% | +88.4% | +57.3% | +95.7% |
| 5Y | +154.6% | +39.5% | +115.1% | +113.0% |
| 10Y | +2,063.6% | +179.5% | +1,884.2% | +1,192.7% |
| All | +9,374.7% | +512.0% | +8,862.7% | +3,755.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling