+9,303.7%
FTNT vs VMC
+506.7%
+8,797.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -5.8% | -4.3% | -1.5% | -4.5% |
| 30D | -4.8% | -8.2% | +3.5% | -2.1% |
| 3M | +4.4% | -7.0% | +11.5% | +6.4% |
| 6M | +88.8% | -10.8% | +99.5% | +93.5% |
| YTD | +96.8% | -7.4% | +104.2% | +98.2% |
| 1Y | +104.5% | -9.5% | +113.9% | +107.2% |
| 3Y | +156.8% | +20.5% | +136.3% | +131.7% |
| 5Y | +144.1% | +51.6% | +92.5% | +103.5% |
| 10Y | +2,021.8% | +150.0% | +1,871.7% | +1,306.2% |
| All | +9,303.7% | +506.7% | +8,797.1% | +4,614.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling