+144.1%
FTNT vs VEA
+73.9%
+70.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.8% |
| 7D | +1.6% | -2.1% | +3.7% | +2.9% |
| 30D | -1.9% | -1.1% | -0.8% | -1.3% |
| 3M | +14.4% | +5.1% | +9.3% | +10.5% |
| 6M | +88.7% | +9.8% | +78.9% | +74.9% |
| YTD | +100.0% | +15.9% | +84.1% | +76.3% |
| 1Y | +99.9% | +24.6% | +75.3% | +65.7% |
| All | +144.1% | +73.9% | +70.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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