+9,457.8%
FTNT vs VIAV
+755.0%
+8,702.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.6% | +2.4% |
| 7D | +1.6% | +11.2% | -9.6% | -2.0% |
| 30D | -1.9% | -2.6% | +0.7% | -2.2% |
| 3M | +14.4% | -20.1% | +34.5% | +19.0% |
| 6M | +88.7% | +25.8% | +62.8% | +61.8% |
| YTD | +100.0% | +109.9% | -9.8% | +38.9% |
| 1Y | +99.9% | +214.3% | -114.4% | +17.7% |
| 3Y | +147.9% | +281.6% | -133.7% | +28.5% |
| 5Y | +155.8% | +132.6% | +23.2% | +58.8% |
| 10Y | +2,121.1% | +396.7% | +1,724.4% | +902.1% |
| All | +9,457.8% | +755.0% | +8,702.8% | +3,013.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling