+162.8%
FTNT vs FTV
-2.3%
+165.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -0.1% | -4.0% | +3.8% | +2.2% |
| 30D | -3.0% | -11.0% | +8.1% | +3.9% |
| 3M | +7.6% | -8.4% | +16.0% | +12.2% |
| 6M | +87.0% | -2.6% | +89.5% | +86.5% |
| YTD | +96.5% | -0.6% | +97.2% | +91.0% |
| 1Y | +92.9% | +11.0% | +82.0% | +72.4% |
| 3Y | +139.8% | -6.3% | +146.2% | +136.1% |
| All | +162.8% | -2.3% | +165.1% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling