+13.8%
VRT vs FTNT
+49.6%
-35.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.0% | -13.9% | -12.9% |
| 7D | -15.4% | -25.7% | +10.3% | -15.2% |
| 30D | -19.0% | -29.7% | +10.8% | -18.7% |
| 3M | -23.8% | -23.1% | -0.7% | -23.8% |
| 6M | -37.9% | +45.0% | -82.9% | -39.3% |
| YTD | +27.0% | +62.9% | -36.0% | +17.9% |
| 1Y | +13.8% | +51.8% | -38.0% | +12.5% |
| All | +13.8% | +49.6% | -35.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling