+144.1%
FTNT vs VCLT
+11.3%
+132.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | -1.9% | -1.1% | -0.8% | -1.4% |
| 3M | +14.4% | -3.7% | +18.1% | +16.2% |
| 6M | +88.7% | -4.0% | +92.7% | +91.8% |
| YTD | +100.0% | -3.4% | +103.4% | +102.7% |
| 1Y | +99.9% | -4.1% | +104.0% | +103.1% |
| All | +144.1% | +11.3% | +132.8% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling