+152.9%
FTNT vs FTV
+39.2%
+113.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | +3.9% | +3.2% | +5.8% |
| 30D | -30.9% | +18.7% | -49.5% | -35.0% |
| 3M | -23.1% | +10.0% | -33.1% | -25.7% |
| 6M | +8.1% | +14.6% | -6.5% | +2.1% |
| YTD | +60.2% | +23.4% | +36.8% | +45.7% |
| 1Y | +57.0% | +31.3% | +25.7% | +38.4% |
| 3Y | +152.9% | +39.8% | +113.1% | +124.5% |
| All | +152.9% | +39.2% | +113.7% | +124.5% |
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