+9,303.7%
FTNT vs OVV
-34.2%
+9,337.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -4.8% | +11.7% | -16.5% | -6.5% |
| 3M | +4.4% | +9.8% | -5.4% | +2.6% |
| 6M | +88.8% | +26.6% | +62.2% | +80.6% |
| YTD | +96.8% | +67.0% | +29.8% | +79.6% |
| 1Y | +104.5% | +55.9% | +48.5% | +87.9% |
| 3Y | +156.8% | +45.5% | +111.3% | +134.4% |
| 5Y | +144.1% | +157.3% | -13.3% | +98.1% |
| 10Y | +2,021.8% | +65.0% | +1,956.8% | +1,357.1% |
| All | +9,303.7% | -34.2% | +9,337.9% | +7,805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling