+51.8%
FTNT vs VGT
+18.8%
+33.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -25.7% | -6.5% | -19.2% | -22.1% |
| 30D | -29.7% | -10.6% | -19.2% | -24.3% |
| 3M | -23.1% | -3.7% | -19.4% | -20.8% |
| 6M | +45.0% | +10.4% | +34.6% | +37.0% |
| YTD | +62.9% | +23.1% | +39.9% | +43.8% |
| 1Y | +51.8% | +19.9% | +31.9% | +35.9% |
| All | +51.8% | +18.8% | +33.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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