+493.5%
FTNT vs ROIV
+232.7%
+260.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +4.4% | +18.3% | -13.9% | +2.6% |
| 6M | +88.8% | +18.3% | +70.5% | +84.9% |
| YTD | +96.8% | +61.0% | +35.8% | +86.2% |
| 1Y | +104.5% | +177.9% | -73.4% | +82.6% |
| 3Y | +156.8% | +199.1% | -42.3% | +124.9% |
| 5Y | +144.1% | +250.7% | -106.6% | +102.5% |
| All | +493.5% | +232.7% | +260.9% | +411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling