+2,545.5%
VRT vs FTNT
+1,015.0%
+1,530.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.5% |
| 7D | +2.4% | +1.7% | +0.7% | +1.8% |
| 30D | -2.7% | -4.3% | +1.6% | -1.5% |
| 3M | -9.2% | +13.6% | -22.8% | -14.1% |
| 6M | -0.5% | +87.6% | -88.1% | -23.8% |
| YTD | +62.3% | +98.0% | -35.6% | +21.4% |
| 1Y | +109.6% | +96.9% | +12.7% | +57.3% |
| 3Y | +573.1% | +145.4% | +427.7% | +362.5% |
| 5Y | +953.6% | +153.0% | +800.7% | +571.3% |
| All | +2,545.5% | +1,015.0% | +1,530.5% | +987.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling