+51.8%
FTNT vs RVMD
+244.4%
-192.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.9% |
| 7D | -25.7% | +5.8% | -31.5% | -25.9% |
| 30D | -29.7% | -3.8% | -25.9% | -29.7% |
| 3M | -23.1% | +3.2% | -26.3% | -23.2% |
| 6M | +45.0% | +35.0% | +10.0% | +43.6% |
| YTD | +62.9% | +150.7% | -87.8% | +52.3% |
| 1Y | +51.8% | +241.0% | -189.1% | +43.2% |
| All | +51.8% | +244.4% | -192.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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