+76.1%
V vs FTNT
+147.1%
-71.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +0.6% | -3.5% | +4.2% | +0.9% |
| 30D | +9.7% | -36.5% | +46.3% | +14.3% |
| 3M | +17.3% | -24.7% | +42.0% | +19.5% |
| 6M | +33.2% | +8.3% | +24.9% | +29.0% |
| YTD | +21.3% | +55.6% | -34.3% | +10.9% |
| 1Y | +27.3% | +50.2% | -22.8% | +17.0% |
| 3Y | +76.1% | +143.2% | -67.1% | +58.6% |
| All | +76.1% | +147.1% | -71.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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