+2,072.5%
FTNT vs FTV
+80.7%
+1,991.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -0.1% | -4.0% | +3.8% | +2.0% |
| 30D | -3.0% | -11.0% | +8.1% | +3.2% |
| 3M | +7.6% | -8.4% | +16.0% | +11.9% |
| 6M | +87.0% | -2.6% | +89.5% | +87.0% |
| YTD | +96.5% | -0.6% | +97.2% | +92.5% |
| 1Y | +92.9% | +11.0% | +82.0% | +76.4% |
| 3Y | +139.8% | -6.3% | +146.2% | +137.4% |
| 5Y | +151.3% | -1.5% | +152.9% | +139.2% |
| All | +2,072.5% | +80.7% | +1,991.7% | +1,215.8% |
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