+92.9%
FTNT vs VIG
+13.0%
+79.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | -0.1% | -1.1% | +0.9% | +0.5% |
| 30D | -3.0% | -2.7% | -0.2% | -1.3% |
| 3M | +7.6% | +2.5% | +5.0% | +5.7% |
| 6M | +87.0% | +9.2% | +77.7% | +74.4% |
| YTD | +96.5% | +9.8% | +86.7% | +82.8% |
| 1Y | +92.9% | +12.4% | +80.6% | +73.5% |
| All | +92.9% | +13.0% | +79.9% | +73.5% |
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