+104.5%
FTNT vs ROIV
+177.7%
-73.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | -5.8% | +0.6% | -6.5% | -5.9% |
| 30D | -4.8% | +1.0% | -5.7% | -4.7% |
| 3M | +4.4% | +18.3% | -13.9% | +2.7% |
| 6M | +88.8% | +18.3% | +70.5% | +84.9% |
| YTD | +96.8% | +61.0% | +35.8% | +82.6% |
| 1Y | +104.5% | +177.9% | -73.4% | +81.4% |
| All | +104.5% | +177.7% | -73.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling