+9,359.7%
FTNT vs VIVK
-100.0%
+9,459.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.2% | -0.2% |
| 7D | +1.7% | -7.9% | +9.6% | +1.7% |
| 30D | -4.3% | -42.0% | +37.7% | -4.4% |
| 3M | +13.6% | -92.5% | +106.1% | +13.2% |
| 6M | +87.6% | -98.0% | +185.6% | +86.6% |
| YTD | +98.0% | -97.9% | +195.9% | +97.2% |
| 1Y | +96.9% | -100.0% | +196.9% | +94.7% |
| 3Y | +145.4% | -100.0% | +245.4% | +143.1% |
| 5Y | +153.0% | -100.0% | +253.0% | +150.6% |
| 10Y | +2,098.3% | -100.0% | +2,198.3% | +2,126.6% |
| All | +9,359.7% | -100.0% | +9,459.7% | +10,364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling