+2,072.5%
FTNT vs VNQ
+64.0%
+2,008.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | -0.1% | -1.3% | +1.1% | +0.6% |
| 30D | -3.0% | -2.6% | -0.4% | -1.4% |
| 3M | +7.6% | -2.0% | +9.6% | +8.6% |
| 6M | +87.0% | +4.3% | +82.6% | +80.1% |
| YTD | +96.5% | +9.2% | +87.3% | +83.3% |
| 1Y | +92.9% | +5.6% | +87.3% | +83.9% |
| 3Y | +139.8% | +30.8% | +109.0% | +94.7% |
| 5Y | +151.3% | +8.0% | +143.4% | +135.4% |
| All | +2,072.5% | +64.0% | +2,008.4% | +1,473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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