+65.5%
VZ vs FTNT
+1,879.8%
-1,814.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | +10.6% | -37.1% | +47.7% | +12.2% |
| 3M | -0.6% | -23.3% | +22.7% | 0.0% |
| 6M | +0.7% | +7.4% | -6.6% | -0.2% |
| YTD | +20.6% | +54.2% | -33.6% | +17.2% |
| 1Y | +22.7% | +49.7% | -27.0% | +19.4% |
| 3Y | +57.2% | +146.6% | -89.3% | +46.4% |
| 5Y | +21.4% | +75.4% | -54.0% | +13.6% |
| 10Y | +65.5% | +1,828.7% | -1,763.2% | +34.7% |
| All | +65.5% | +1,879.8% | -1,814.3% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling