+162.8%
FTNT vs VEA
+59.5%
+103.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.8% |
| 7D | -0.1% | -1.5% | +1.3% | +1.2% |
| 30D | -3.0% | -0.8% | -2.1% | -2.3% |
| 3M | +7.6% | +2.5% | +5.1% | +4.6% |
| 6M | +87.0% | +11.1% | +75.8% | +65.0% |
| YTD | +96.5% | +17.2% | +79.4% | +62.6% |
| 1Y | +92.9% | +24.5% | +68.4% | +49.0% |
| 3Y | +139.8% | +75.4% | +64.4% | +21.1% |
| All | +162.8% | +59.5% | +103.3% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling