+92.9%
FTNT vs VMC
-14.0%
+107.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.7% |
| 7D | -0.1% | -3.8% | +3.6% | -0.5% |
| 30D | -3.0% | -9.7% | +6.7% | -3.8% |
| 3M | +7.6% | -9.6% | +17.2% | +6.9% |
| 6M | +87.0% | -4.8% | +91.8% | +83.2% |
| YTD | +96.5% | -10.9% | +107.4% | +95.4% |
| 1Y | +92.9% | -15.6% | +108.5% | +94.2% |
| All | +92.9% | -14.0% | +107.0% | +94.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling