+2,072.5%
FTNT vs VCLT
+17.1%
+2,055.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.4% | +1.2% | +0.5% |
| 30D | -3.0% | -1.2% | -1.8% | -2.4% |
| 3M | +7.6% | -4.8% | +12.4% | +10.1% |
| 6M | +87.0% | -2.6% | +89.5% | +89.2% |
| YTD | +96.5% | -3.3% | +99.9% | +99.6% |
| 1Y | +92.9% | -4.8% | +97.8% | +97.3% |
| 3Y | +139.8% | +11.5% | +128.3% | +126.1% |
| 5Y | +151.3% | -17.0% | +168.3% | +167.3% |
| All | +2,072.5% | +17.1% | +2,055.4% | +2,028.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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