+9,303.7%
FTNT vs RVTY
+614.7%
+8,689.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.8% | +1.1% | -7.0% | -6.4% |
| 30D | -4.8% | +13.2% | -18.0% | -10.3% |
| 3M | +4.4% | +27.2% | -22.8% | -7.8% |
| 6M | +88.8% | +32.4% | +56.4% | +61.4% |
| YTD | +96.8% | +34.9% | +61.9% | +65.7% |
| 1Y | +104.5% | +52.4% | +52.1% | +60.6% |
| 3Y | +156.8% | +12.3% | +144.5% | +118.5% |
| 5Y | +144.1% | -30.8% | +174.9% | +172.0% |
| 10Y | +2,021.8% | +150.7% | +1,871.1% | +962.1% |
| All | +9,303.7% | +614.7% | +8,689.0% | +2,463.4% |
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