+92.9%
FTNT vs VTRS
+66.8%
+26.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | -3.0% | +3.3% | -6.3% | -3.9% |
| 3M | +7.6% | +2.0% | +5.6% | +6.5% |
| 6M | +87.0% | +19.9% | +67.0% | +78.2% |
| YTD | +96.5% | +35.7% | +60.8% | +81.1% |
| 1Y | +92.9% | +68.1% | +24.8% | +69.8% |
| All | +92.9% | +66.8% | +26.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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