+2,072.5%
FTNT vs VIAV
+419.4%
+1,653.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.7% |
| 7D | -0.1% | +11.2% | -11.3% | -3.2% |
| 30D | -3.0% | -10.1% | +7.1% | -0.8% |
| 3M | +7.6% | -22.9% | +30.5% | +12.7% |
| 6M | +87.0% | +28.8% | +58.2% | +60.4% |
| YTD | +96.5% | +117.5% | -20.9% | +35.8% |
| 1Y | +92.9% | +216.1% | -123.1% | +13.5% |
| 3Y | +139.8% | +292.2% | -152.4% | +22.3% |
| 5Y | +151.3% | +141.0% | +10.3% | +58.3% |
| All | +2,072.5% | +419.4% | +1,653.0% | +957.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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