+2,072.5%
FTNT vs VMC
+156.6%
+1,915.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | -0.1% | -3.8% | +3.6% | +1.1% |
| 30D | -3.0% | -9.7% | +6.7% | +0.3% |
| 3M | +7.6% | -9.6% | +17.2% | +10.7% |
| 6M | +87.0% | -4.8% | +91.8% | +87.1% |
| YTD | +96.5% | -10.9% | +107.4% | +100.3% |
| 1Y | +92.9% | -15.6% | +108.5% | +100.3% |
| 3Y | +139.8% | +19.3% | +120.5% | +114.8% |
| 5Y | +151.3% | +48.0% | +103.3% | +107.6% |
| All | +2,072.5% | +156.6% | +1,915.9% | +1,355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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