+51.8%
FTNT vs VTR
+22.5%
+29.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.8% |
| 7D | -25.7% | +10.0% | -35.7% | -23.0% |
| 30D | -29.7% | +9.6% | -39.4% | -27.2% |
| 3M | -23.1% | -1.2% | -21.9% | -22.0% |
| 6M | +45.0% | +2.8% | +42.2% | +50.8% |
| YTD | +62.9% | +17.4% | +45.5% | +71.6% |
| 1Y | +51.8% | +22.0% | +29.8% | +61.4% |
| All | +51.8% | +22.5% | +29.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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