+162.8%
FTNT vs RVMD
+576.1%
-413.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 6M | +87.0% | +104.6% | -17.7% | +66.7% |
| YTD | +96.5% | +155.8% | -59.3% | +67.3% |
| 1Y | +92.9% | +340.7% | -247.7% | +50.0% |
| 3Y | +139.8% | +519.9% | -380.1% | +69.1% |
| All | +162.8% | +576.1% | -413.3% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling