+73.3%
VZ vs FTNT
+1,924.1%
-1,850.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.9% | +5.7% | -4.8% | +0.7% |
| 30D | +6.9% | -32.1% | +39.0% | +8.2% |
| 3M | +0.6% | -19.5% | +20.1% | +1.1% |
| 6M | +0.3% | +13.8% | -13.5% | -0.9% |
| YTD | +21.9% | +63.1% | -41.2% | +18.3% |
| 1Y | +21.7% | +57.7% | -36.0% | +18.2% |
| 3Y | +58.5% | +154.9% | -96.4% | +47.6% |
| 5Y | +22.4% | +89.3% | -66.9% | +14.3% |
| All | +73.3% | +1,924.1% | -1,850.7% | +42.0% |
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