+51.8%
FTNT vs VIG
+19.5%
+32.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -25.7% | +2.7% | -28.4% | -25.9% |
| 30D | -29.7% | +7.0% | -36.7% | -31.2% |
| 3M | -23.1% | +4.0% | -27.1% | -23.7% |
| 6M | +45.0% | +12.3% | +32.7% | +38.0% |
| YTD | +62.9% | +16.4% | +46.6% | +50.7% |
| 1Y | +51.8% | +19.2% | +32.6% | +36.7% |
| All | +51.8% | +19.5% | +32.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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