+2,072.5%
FTNT vs VTR
+99.2%
+1,973.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.0% | +1.1% | -4.1% | -3.2% |
| 3M | +7.6% | +7.9% | -0.3% | +5.5% |
| 6M | +87.0% | +6.2% | +80.8% | +83.4% |
| YTD | +96.5% | +17.7% | +78.8% | +88.1% |
| 1Y | +92.9% | +32.9% | +60.0% | +79.2% |
| 3Y | +139.8% | +129.7% | +10.2% | +94.5% |
| 5Y | +151.3% | +89.3% | +62.0% | +111.2% |
| All | +2,072.5% | +99.2% | +1,973.3% | +1,562.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling