+654.4%
VRT vs FTNT
+84.5%
+569.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.0% |
| 7D | +10.5% | +7.1% | +3.5% | +8.0% |
| 30D | -9.3% | -30.9% | +21.6% | +2.1% |
| 3M | -29.6% | -23.1% | -6.5% | -24.7% |
| 6M | -45.4% | +8.1% | -53.5% | -49.5% |
| YTD | +24.8% | +60.2% | -35.4% | -5.2% |
| 1Y | +23.6% | +57.0% | -33.4% | -5.1% |
| 3Y | +379.7% | +152.9% | +226.7% | +200.5% |
| All | +654.4% | +84.5% | +569.9% | +368.5% |
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 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