+361.0%
VRT vs FTNT
+145.0%
+216.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -17.7% | -3.5% | -14.1% | -16.7% |
| 30D | -20.0% | -36.5% | +16.5% | -9.6% |
| 3M | -28.1% | -24.7% | -3.3% | -23.8% |
| 6M | -42.8% | +8.3% | -51.2% | -47.4% |
| YTD | +20.0% | +55.6% | -35.6% | -7.5% |
| 1Y | +3.5% | +50.2% | -46.7% | -18.6% |
| All | +361.0% | +145.0% | +216.1% | +240.2% |
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