+555.2%
FTNT vs RVMD
+622.3%
-67.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -0.1% | -3.0% | +2.8% | +0.3% |
| 30D | -3.0% | -0.7% | -2.2% | -2.9% |
| 3M | +7.6% | +36.5% | -29.0% | +2.5% |
| 6M | +87.0% | +104.6% | -17.7% | +64.9% |
| YTD | +96.5% | +155.8% | -59.3% | +65.1% |
| 1Y | +92.9% | +340.7% | -247.7% | +47.4% |
| 3Y | +139.8% | +519.9% | -380.1% | +64.8% |
| 5Y | +151.3% | +584.9% | -433.6% | +56.4% |
| All | +555.2% | +622.3% | -67.1% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling