+2,072.5%
FTNT vs VIG
+250.0%
+1,822.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.6% |
| 7D | -0.1% | -1.1% | +0.9% | +1.1% |
| 30D | -3.0% | -2.7% | -0.2% | +0.3% |
| 3M | +7.6% | +2.5% | +5.0% | +4.2% |
| 6M | +87.0% | +9.2% | +77.7% | +67.1% |
| YTD | +96.5% | +9.8% | +86.7% | +74.5% |
| 1Y | +92.9% | +12.4% | +80.6% | +66.5% |
| 3Y | +139.8% | +55.9% | +84.0% | +39.1% |
| 5Y | +151.3% | +63.9% | +87.4% | +42.2% |
| All | +2,072.5% | +250.0% | +1,822.4% | +436.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling