+1,910.4%
FTNT vs FTV
+109.2%
+1,801.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | +3.9% | +3.2% | +5.0% |
| 30D | -30.9% | +18.7% | -49.5% | -37.3% |
| 3M | -23.1% | +10.0% | -33.1% | -27.4% |
| 6M | +8.1% | +14.6% | -6.5% | -1.1% |
| YTD | +60.2% | +23.4% | +36.8% | +39.0% |
| 1Y | +57.0% | +31.3% | +25.7% | +31.1% |
| 3Y | +152.9% | +39.8% | +113.1% | +99.1% |
| 5Y | +85.9% | +17.7% | +68.2% | +59.6% |
| All | +1,910.4% | +109.2% | +1,801.2% | +1,079.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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