+644.6%
VRT vs FTNT
+149.8%
+494.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +13.6% | -2.7% | +16.3% | +14.7% |
| 30D | +6.8% | -1.4% | +8.1% | +6.9% |
| 3M | -3.2% | +10.1% | -13.3% | -7.4% |
| 6M | +20.3% | +88.2% | -67.9% | -9.2% |
| YTD | +79.6% | +98.3% | -18.7% | +31.7% |
| 1Y | +139.0% | +96.0% | +43.0% | +76.6% |
| 3Y | +644.6% | +145.8% | +498.8% | +498.9% |
| All | +644.6% | +149.8% | +494.9% | +498.9% |
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