+89.8%
FTNT vs VFC
-68.3%
+158.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.3% |
| 7D | +7.1% | +1.6% | +5.4% | +6.8% |
| 30D | -30.9% | +25.5% | -56.4% | -33.6% |
| 3M | -23.1% | +41.3% | -64.4% | -27.7% |
| 6M | +8.1% | +22.2% | -14.1% | +3.2% |
| YTD | +60.2% | +16.4% | +43.8% | +53.2% |
| 1Y | +57.0% | +38.4% | +18.6% | +44.8% |
| 3Y | +152.9% | +56.2% | +96.7% | +108.7% |
| All | +89.8% | -68.3% | +158.1% | +225.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling