+9,359.7%
FTNT vs ITOT
+797.5%
+8,562.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.5% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | -4.3% | -1.6% | -2.7% | -2.4% |
| 3M | +13.6% | +3.5% | +10.1% | +9.0% |
| 6M | +87.6% | +13.1% | +74.5% | +61.6% |
| YTD | +98.0% | +12.7% | +85.3% | +71.3% |
| 1Y | +96.9% | +18.3% | +78.6% | +61.0% |
| 3Y | +145.4% | +76.4% | +69.0% | +23.7% |
| 5Y | +153.0% | +73.8% | +79.2% | +35.0% |
| 10Y | +2,098.3% | +301.2% | +1,797.1% | +352.9% |
| All | +9,359.7% | +797.5% | +8,562.2% | +741.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling