+2,723.0%
VRT vs FTNT
+1,008.4%
+1,714.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | -5.8% | +15.0% | +11.4% |
| 30D | +0.9% | -4.8% | +5.7% | +2.3% |
| 3M | -13.4% | +4.4% | -17.8% | -15.4% |
| 6M | +11.7% | +88.8% | -77.1% | -14.7% |
| YTD | +73.2% | +96.8% | -23.6% | +29.9% |
| 1Y | +123.4% | +104.5% | +19.0% | +65.1% |
| 3Y | +606.2% | +156.8% | +449.4% | +377.2% |
| 5Y | +899.9% | +144.1% | +755.8% | +544.4% |
| All | +2,723.0% | +1,008.4% | +1,714.6% | +1,062.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling