+137.2%
FTNT vs ROIV
+314.9%
-177.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -4.1% |
| 7D | -12.7% | +5.3% | -18.0% | -13.5% |
| 30D | -37.2% | +11.9% | -49.1% | -38.5% |
| 3M | -25.8% | +10.7% | -36.5% | -27.5% |
| 6M | +32.1% | +34.9% | -2.8% | +23.8% |
| YTD | +49.7% | +79.2% | -29.5% | +31.1% |
| 1Y | +47.6% | +89.0% | -41.5% | +27.5% |
| 3Y | +137.2% | +337.3% | -200.1% | +67.8% |
| All | +137.2% | +314.9% | -177.7% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling