+139.8%
FTNT vs VIVK
-100.0%
+239.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.4% | +5.6% | -1.7% |
| 7D | -0.1% | -4.4% | +4.2% | -0.1% |
| 30D | -3.0% | -40.8% | +37.8% | -2.4% |
| 3M | +7.6% | -94.1% | +101.7% | +10.3% |
| 6M | +87.0% | -98.2% | +185.1% | +93.3% |
| YTD | +96.5% | -98.0% | +194.5% | +102.4% |
| 1Y | +92.9% | -100.0% | +192.9% | +97.9% |
| 3Y | +139.8% | -100.0% | +239.8% | +166.9% |
| All | +139.8% | -100.0% | +239.8% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling