+141.6%
FTNT vs FTV
-3.3%
+144.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -4.3% | -9.5% | +5.3% | -0.8% |
| 3M | +13.6% | -10.9% | +24.5% | +17.8% |
| 6M | +87.6% | -0.6% | +88.2% | +85.9% |
| YTD | +98.0% | +1.4% | +96.6% | +93.1% |
| 1Y | +96.9% | +17.6% | +79.3% | +77.9% |
| All | +141.6% | -3.3% | +144.9% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling