+9,457.8%
FTNT vs VTRS
+15.0%
+9,442.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +1.6% | -3.3% | +4.9% | +2.4% |
| 30D | -1.9% | +1.4% | -3.2% | -2.3% |
| 3M | +14.4% | +4.6% | +9.7% | +12.8% |
| 6M | +88.7% | +18.1% | +70.6% | +80.6% |
| YTD | +100.0% | +34.7% | +65.4% | +84.9% |
| 1Y | +99.9% | +65.6% | +34.2% | +75.3% |
| 3Y | +147.9% | +83.8% | +64.2% | +105.0% |
| 5Y | +155.8% | +46.5% | +109.3% | +117.6% |
| 10Y | +2,121.1% | -48.6% | +2,169.6% | +2,188.9% |
| All | +9,457.8% | +15.0% | +9,442.8% | +6,050.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling