+2,072.5%
FTNT vs RVTY
+145.6%
+1,926.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.9% |
| 7D | -0.1% | -4.5% | +4.4% | +1.7% |
| 30D | -3.0% | +5.5% | -8.4% | -5.4% |
| 3M | +7.6% | +22.5% | -14.9% | -2.1% |
| 6M | +87.0% | +38.9% | +48.1% | +59.2% |
| YTD | +96.5% | +28.7% | +67.8% | +71.8% |
| 1Y | +92.9% | +45.5% | +47.5% | +58.4% |
| 3Y | +139.8% | +16.4% | +123.5% | +103.2% |
| 5Y | +151.3% | -32.7% | +184.1% | +189.2% |
| All | +2,072.5% | +145.6% | +1,926.8% | +1,167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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