+7,554.6%
FTNT vs RVTY
+747.8%
+6,806.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.0% |
| 7D | +7.1% | -0.5% | +7.5% | +7.3% |
| 30D | -30.9% | +1.5% | -32.4% | -31.6% |
| 3M | -23.1% | +31.5% | -54.6% | -33.0% |
| 6M | +8.1% | +62.7% | -54.6% | -15.8% |
| YTD | +60.2% | +60.0% | +0.2% | +23.5% |
| 1Y | +57.0% | +65.7% | -8.7% | +18.4% |
| 3Y | +152.9% | +85.2% | +67.7% | +66.6% |
| 5Y | +85.9% | -14.9% | +100.8% | +86.1% |
| 10Y | +1,896.5% | +211.9% | +1,684.7% | +791.2% |
| All | +7,554.6% | +747.8% | +6,806.8% | +1,811.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling