Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTNT vs VNQ✓SelectedUSD · VNQFTNT vs VNQ performance historyLatest closeAs of-1.75%09/11
Stock and ETF performance explorer

FTNT vs VNQ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,290.5%
VNQ return
+332.8%
Excess return
+8,957.7%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVNQExcessAlpha
1D-1.8%+0.7%-2.5%-2.2%
7D-0.1%-1.3%+1.1%+0.7%
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%+84.0%
3Y+139.8%+30.8%+109.0%+94.9%
5Y+151.3%+8.0%+143.4%+135.4%
10Y+2,082.2%+63.7%+2,018.5%+1,416.5%
All+9,290.5%+332.8%+8,957.7%+3,519.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling