+155.8%
FTNT vs VEU
+53.0%
+102.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +2.3% |
| 7D | +1.6% | -1.9% | +3.5% | +3.5% |
| 30D | -1.9% | -0.7% | -1.1% | -1.3% |
| 3M | +14.4% | +4.9% | +9.5% | +8.6% |
| 6M | +88.7% | +9.8% | +78.8% | +68.5% |
| YTD | +100.0% | +15.3% | +84.7% | +68.1% |
| 1Y | +99.9% | +23.0% | +76.8% | +55.9% |
| 3Y | +147.9% | +73.5% | +74.4% | +25.4% |
| 5Y | +155.8% | +54.5% | +101.3% | +53.1% |
| All | +155.8% | +53.0% | +102.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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