+7,554.6%
FTNT vs VMC
+544.8%
+7,009.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +7.1% | -1.3% | +8.3% | +7.5% |
| 30D | -30.9% | +15.5% | -46.3% | -34.6% |
| 3M | -23.1% | +0.6% | -23.7% | -24.0% |
| 6M | +8.1% | +2.1% | +6.0% | +5.7% |
| YTD | +60.2% | -1.6% | +61.8% | +56.8% |
| 1Y | +57.0% | -1.2% | +58.2% | +53.3% |
| 3Y | +152.9% | +35.3% | +117.6% | +117.7% |
| 5Y | +85.9% | +43.6% | +42.3% | +56.2% |
| 10Y | +1,896.5% | +126.7% | +1,769.8% | +1,258.1% |
| All | +7,554.6% | +544.8% | +7,009.8% | +3,628.2% |
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 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