+365.1%
FTNT vs ROIV
+287.3%
+77.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.6% |
| 7D | -3.0% | +13.3% | -16.3% | -4.2% |
| 30D | -37.1% | +14.8% | -51.9% | -38.1% |
| 3M | -23.3% | +11.9% | -35.2% | -24.4% |
| 6M | +7.4% | +42.4% | -35.0% | +2.9% |
| YTD | +54.2% | +87.4% | -33.2% | +43.2% |
| 1Y | +49.7% | +97.2% | -47.5% | +38.2% |
| 3Y | +146.6% | +375.7% | -229.1% | +107.5% |
| 5Y | +75.4% | +379.0% | -303.6% | +34.8% |
| All | +365.1% | +287.3% | +77.8% | +293.3% |
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