+162.8%
FTNT vs VIVK
-100.0%
+262.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | +7.6% | -94.1% | +101.7% | +9.3% |
| 6M | +87.0% | -98.2% | +185.1% | +90.9% |
| YTD | +96.5% | -98.0% | +194.5% | +100.3% |
| 1Y | +92.9% | -100.0% | +192.9% | +96.4% |
| 3Y | +139.8% | -100.0% | +239.8% | +147.6% |
| All | +162.8% | -100.0% | +262.8% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling