+141.6%
FTNT vs VMC
+17.4%
+124.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | +1.7% | -5.3% | +7.1% | +2.7% |
| 30D | -4.3% | -12.3% | +8.0% | -2.1% |
| 3M | +13.6% | -10.3% | +23.9% | +15.4% |
| 6M | +87.6% | -8.6% | +96.1% | +88.0% |
| YTD | +98.0% | -11.9% | +109.9% | +99.4% |
| 1Y | +96.9% | -13.9% | +110.8% | +99.4% |
| All | +141.6% | +17.4% | +124.2% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling