+153.0%
FTNT vs RVTY
-34.2%
+187.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.7% |
| 7D | +1.7% | -5.4% | +7.1% | +3.6% |
| 30D | -4.3% | +6.7% | -11.0% | -6.5% |
| 3M | +13.6% | +19.0% | -5.4% | +6.2% |
| 6M | +87.6% | +34.6% | +52.9% | +66.2% |
| YTD | +98.0% | +28.3% | +69.7% | +77.6% |
| 1Y | +96.9% | +46.0% | +50.9% | +66.8% |
| 3Y | +145.4% | +16.9% | +128.5% | +113.7% |
| 5Y | +153.0% | -32.9% | +185.9% | +241.5% |
| All | +153.0% | -34.2% | +187.2% | +241.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling