+953.6%
VRT vs FTNT
+154.2%
+799.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -9.2% | +13.6% | -22.8% | -14.5% |
| 6M | -0.5% | +87.6% | -88.1% | -26.0% |
| YTD | +62.3% | +98.0% | -35.6% | +17.5% |
| 1Y | +109.6% | +96.9% | +12.7% | +52.3% |
| 3Y | +573.1% | +145.4% | +427.7% | +345.3% |
| 5Y | +953.6% | +153.0% | +800.7% | +513.4% |
| All | +953.6% | +154.2% | +799.4% | +513.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling