+560.0%
FTNT vs RVMD
+636.2%
-76.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.7% | -0.7% | +2.5% | +1.8% |
| 30D | -4.3% | +0.3% | -4.6% | -4.3% |
| 3M | +13.6% | +38.9% | -25.3% | +8.0% |
| 6M | +87.6% | +108.1% | -20.5% | +65.1% |
| YTD | +98.0% | +160.7% | -62.8% | +65.8% |
| 1Y | +96.9% | +407.3% | -310.4% | +46.7% |
| 3Y | +145.4% | +546.6% | -401.2% | +67.5% |
| 5Y | +153.0% | +579.8% | -426.8% | +57.8% |
| All | +560.0% | +636.2% | -76.2% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling