+51.8%
FTNT vs VRSK
-8.8%
+60.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -25.7% | +4.2% | -29.9% | -26.0% |
| 30D | -29.7% | +21.2% | -50.9% | -32.1% |
| 3M | -23.1% | +2.9% | -26.0% | -23.7% |
| 6M | +45.0% | +11.3% | +33.7% | +40.2% |
| YTD | +62.9% | -10.8% | +73.8% | +62.2% |
| 1Y | +51.8% | -9.2% | +61.0% | +50.6% |
| All | +51.8% | -8.8% | +60.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling