+152.9%
FTNT vs VLTO
+70.6%
+82.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +7.1% | +1.0% | +6.1% | +6.8% |
| 30D | -30.9% | +17.5% | -48.4% | -33.9% |
| 3M | -23.1% | +21.4% | -44.5% | -27.3% |
| 6M | +8.1% | +38.1% | -30.0% | -2.7% |
| YTD | +60.2% | +19.0% | +41.2% | +51.7% |
| 1Y | +57.0% | +20.7% | +36.4% | +47.9% |
| 3Y | +152.9% | +64.3% | +88.6% | +117.6% |
| All | +152.9% | +70.6% | +82.3% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling