+51.8%
FTNT vs VG
+47.2%
+4.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.7% | +8.7% | +1.2% |
| 7D | -25.7% | -16.4% | -9.3% | -25.3% |
| 30D | -29.7% | -10.8% | -18.9% | -29.5% |
| 3M | -23.1% | -6.3% | -16.8% | -22.9% |
| 6M | +45.0% | -12.5% | +57.5% | +45.7% |
| YTD | +62.9% | +76.9% | -14.0% | +60.0% |
| 1Y | +51.8% | +51.8% | 0.0% | +48.0% |
| All | +51.8% | +47.2% | +4.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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