+2,072.5%
FTNT vs VRSK
+126.1%
+1,946.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.9% |
| 7D | -0.1% | -5.2% | +5.0% | +2.8% |
| 30D | -3.0% | -2.3% | -0.6% | -1.9% |
| 3M | +7.6% | -2.9% | +10.5% | +7.4% |
| 6M | +87.0% | -12.8% | +99.8% | +97.9% |
| YTD | +96.5% | -20.8% | +117.4% | +119.0% |
| 1Y | +92.9% | -33.2% | +126.2% | +138.4% |
| 3Y | +139.8% | -26.6% | +166.4% | +165.3% |
| 5Y | +151.3% | -11.3% | +162.7% | +140.6% |
| All | +2,072.5% | +126.1% | +1,946.4% | +1,085.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling