+104.5%
FTNT vs VFC
-6.8%
+111.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -5.8% | -1.6% | -4.2% | -5.8% |
| 30D | -4.8% | -11.6% | +6.9% | -4.4% |
| 3M | +4.4% | -18.1% | +22.5% | +4.7% |
| 6M | +88.8% | -27.4% | +116.1% | +90.7% |
| YTD | +96.8% | -24.8% | +121.6% | +98.9% |
| 1Y | +104.5% | -8.2% | +112.7% | +100.4% |
| All | +104.5% | -6.8% | +111.3% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling