+139.8%
FTNT vs VTRS
+84.5%
+55.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -3.0% | +3.3% | -6.3% | -3.4% |
| 3M | +7.6% | +2.0% | +5.6% | +7.1% |
| 6M | +87.0% | +19.9% | +67.0% | +83.0% |
| YTD | +96.5% | +35.7% | +60.8% | +90.1% |
| 1Y | +92.9% | +68.1% | +24.8% | +83.1% |
| 3Y | +139.8% | +87.1% | +52.8% | +125.9% |
| All | +139.8% | +84.5% | +55.3% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling