+9,359.7%
FTNT vs VTR
+285.0%
+9,074.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | -2.9% | +4.6% | +2.5% |
| 30D | -4.3% | -2.8% | -1.5% | -3.7% |
| 3M | +13.6% | +9.0% | +4.6% | +10.7% |
| 6M | +87.6% | +5.0% | +82.6% | +84.0% |
| YTD | +98.0% | +16.9% | +81.1% | +88.5% |
| 1Y | +96.9% | +34.3% | +62.6% | +80.3% |
| 3Y | +145.4% | +131.6% | +13.8% | +92.2% |
| 5Y | +153.0% | +88.0% | +65.0% | +107.8% |
| 10Y | +2,098.3% | +97.8% | +2,000.5% | +1,524.6% |
| All | +9,359.7% | +285.0% | +9,074.7% | +4,540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling