+162.8%
FTNT vs VTRS
+47.1%
+115.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | +7.6% | +2.0% | +5.6% | +7.0% |
| 6M | +87.0% | +19.9% | +67.0% | +81.2% |
| YTD | +96.5% | +35.7% | +60.8% | +86.5% |
| 1Y | +92.9% | +68.1% | +24.8% | +76.9% |
| 3Y | +139.8% | +87.1% | +52.8% | +109.4% |
| All | +162.8% | +47.1% | +115.7% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling