+7,554.6%
FTNT vs VFC
+86.1%
+7,468.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.6% |
| 7D | +7.1% | +1.6% | +5.4% | +6.5% |
| 30D | -30.9% | +25.5% | -56.4% | -35.5% |
| 3M | -23.1% | +41.3% | -64.4% | -30.8% |
| 6M | +8.1% | +22.2% | -14.1% | -0.2% |
| YTD | +60.2% | +16.4% | +43.8% | +48.1% |
| 1Y | +57.0% | +38.4% | +18.6% | +37.2% |
| 3Y | +152.9% | +56.2% | +96.7% | +83.5% |
| 5Y | +85.9% | -68.2% | +154.1% | +146.2% |
| 10Y | +1,896.5% | -48.4% | +1,944.9% | +1,686.8% |
| All | +7,554.6% | +86.1% | +7,468.5% | +3,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling