+9,374.7%
FTNT vs VFC
+18.0%
+9,356.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.3% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -1.4% | -11.9% | +10.6% | +2.0% |
| 3M | +10.1% | -20.2% | +30.2% | +15.6% |
| 6M | +88.2% | -23.0% | +111.2% | +97.4% |
| YTD | +98.3% | -26.2% | +124.5% | +109.6% |
| 1Y | +96.0% | -13.3% | +109.3% | +94.8% |
| 3Y | +145.8% | -25.5% | +171.2% | +121.2% |
| 5Y | +154.6% | -78.1% | +232.8% | +270.9% |
| 10Y | +2,063.6% | -68.8% | +2,132.4% | +2,174.8% |
| All | +9,374.7% | +18.0% | +9,356.8% | +4,556.5% |
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