+51.8%
FTNT vs ROIV
+97.8%
-46.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.3% |
| 7D | -25.7% | +3.0% | -28.7% | -26.0% |
| 30D | -29.7% | +6.8% | -36.6% | -30.4% |
| 3M | -23.1% | +10.5% | -33.6% | -24.2% |
| 6M | +45.0% | +34.8% | +10.2% | +39.0% |
| YTD | +62.9% | +76.2% | -13.2% | +47.4% |
| 1Y | +51.8% | +92.4% | -40.6% | +37.9% |
| All | +51.8% | +97.8% | -46.0% | +37.9% |
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