+162.8%
FTNT vs VTR
+87.5%
+75.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -3.0% | +1.1% | -4.1% | -3.4% |
| 3M | +7.6% | +7.9% | -0.3% | +4.4% |
| 6M | +87.0% | +6.2% | +80.8% | +81.5% |
| YTD | +96.5% | +17.7% | +78.8% | +83.1% |
| 1Y | +92.9% | +32.9% | +60.0% | +70.8% |
| 3Y | +139.8% | +129.7% | +10.2% | +63.9% |
| All | +162.8% | +87.5% | +75.3% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling