+9,290.5%
FTNT vs VRSK
+552.8%
+8,737.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 6M | +87.0% | -12.8% | +99.8% | +97.6% |
| YTD | +96.5% | -20.8% | +117.4% | +118.0% |
| 1Y | +92.9% | -33.2% | +126.2% | +135.7% |
| 3Y | +139.8% | -26.6% | +166.4% | +166.0% |
| 5Y | +151.3% | -11.3% | +162.7% | +146.3% |
| 10Y | +2,082.2% | +126.1% | +1,956.1% | +1,112.7% |
| All | +9,290.5% | +552.8% | +8,737.7% | +2,595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling