+69.2%
FTNT vs OVV
+84.0%
-14.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -12.7% | -16.7% | +4.0% | -9.3% |
| 30D | -37.2% | -1.5% | -35.7% | -37.1% |
| 3M | -25.8% | +1.6% | -27.3% | -26.2% |
| 6M | +32.1% | +2.0% | +30.1% | +30.6% |
| YTD | +49.7% | +56.8% | -7.2% | +33.5% |
| 1Y | +47.6% | +64.8% | -17.3% | +29.7% |
| 3Y | +137.2% | +38.3% | +98.9% | +110.6% |
| All | +69.2% | +84.0% | -14.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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