+2,012.0%
FTNT vs VCIT
+28.6%
+1,983.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.6% |
| 30D | -4.8% | -0.8% | -4.0% | -4.1% |
| 3M | +4.4% | -1.0% | +5.4% | +5.4% |
| 6M | +88.8% | -1.8% | +90.6% | +91.8% |
| YTD | +96.8% | -0.7% | +97.5% | +98.0% |
| 1Y | +104.5% | +1.0% | +103.5% | +102.7% |
| 3Y | +156.8% | +18.8% | +137.9% | +120.3% |
| 5Y | +144.1% | +3.5% | +140.6% | +128.4% |
| All | +2,012.0% | +28.6% | +1,983.4% | +1,845.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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