+498.0%
FTNT vs ROIV
+295.0%
+203.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.8% | -18.0% | -1.2% |
| 7D | -2.7% | +20.2% | -22.9% | -4.7% |
| 30D | -1.4% | +14.1% | -15.5% | -2.8% |
| 3M | +10.1% | +45.6% | -35.5% | +5.6% |
| 6M | +88.2% | +44.1% | +44.1% | +80.3% |
| YTD | +98.3% | +91.2% | +7.1% | +84.0% |
| 1Y | +96.0% | +221.3% | -125.3% | +72.1% |
| 3Y | +145.8% | +229.2% | -83.4% | +112.6% |
| 5Y | +154.6% | +316.5% | -161.8% | +107.2% |
| All | +498.0% | +295.0% | +203.0% | +405.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling