+153.0%
FTNT vs VFC
-78.7%
+231.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +1.7% | -2.3% | +4.1% | +2.1% |
| 30D | -4.3% | -13.4% | +9.1% | -2.0% |
| 3M | +13.6% | -23.7% | +37.3% | +18.0% |
| 6M | +87.6% | -24.5% | +112.0% | +93.8% |
| YTD | +98.0% | -27.8% | +125.8% | +105.9% |
| 1Y | +96.9% | -13.5% | +110.4% | +96.2% |
| 3Y | +145.4% | -27.1% | +172.5% | +135.6% |
| 5Y | +153.0% | -79.0% | +232.0% | +305.1% |
| All | +153.0% | -78.7% | +231.7% | +305.1% |
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