+2,072.5%
FTNT vs ITOT
+303.4%
+1,769.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.8% |
| 7D | -0.1% | -0.9% | +0.8% | +0.9% |
| 30D | -3.0% | -1.5% | -1.5% | -1.2% |
| 3M | +7.6% | +3.6% | +4.0% | +3.2% |
| 6M | +87.0% | +13.7% | +73.3% | +59.9% |
| YTD | +96.5% | +12.9% | +83.6% | +69.4% |
| 1Y | +92.9% | +17.2% | +75.8% | +59.2% |
| 3Y | +139.8% | +75.6% | +64.2% | +20.6% |
| 5Y | +151.3% | +75.5% | +75.8% | +31.2% |
| All | +2,072.5% | +303.4% | +1,769.0% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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