+162.8%
FTNT vs VCLT
-17.2%
+180.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.4% | +1.2% | +0.7% |
| 30D | -3.0% | -1.2% | -1.8% | -2.3% |
| 3M | +7.6% | -4.8% | +12.4% | +10.7% |
| 6M | +87.0% | -2.6% | +89.5% | +89.7% |
| YTD | +96.5% | -3.3% | +99.9% | +100.3% |
| 1Y | +92.9% | -4.8% | +97.8% | +98.3% |
| 3Y | +139.8% | +11.5% | +128.3% | +121.3% |
| All | +162.8% | -17.2% | +180.0% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling