+9,374.7%
FTNT vs VIG
+612.1%
+8,762.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.3% |
| 30D | -1.4% | -2.1% | +0.7% | +1.2% |
| 3M | +10.1% | +3.3% | +6.7% | +5.6% |
| 6M | +88.2% | +9.3% | +78.9% | +68.1% |
| YTD | +98.3% | +10.1% | +88.2% | +75.4% |
| 1Y | +96.0% | +14.7% | +81.2% | +64.8% |
| 3Y | +145.8% | +56.9% | +88.8% | +41.2% |
| 5Y | +154.6% | +62.9% | +91.7% | +45.2% |
| 10Y | +2,063.6% | +241.3% | +1,822.3% | +416.0% |
| All | +9,374.7% | +612.1% | +8,762.6% | +890.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling