+142.0%
FTNT vs VO
+57.3%
+84.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.3% |
| 7D | -2.7% | +0.6% | -3.3% | -3.3% |
| 30D | -1.4% | -1.1% | -0.3% | -0.3% |
| 3M | +10.1% | +4.5% | +5.5% | +5.7% |
| 6M | +88.2% | +11.1% | +77.1% | +69.8% |
| YTD | +98.3% | +13.5% | +84.8% | +74.8% |
| 1Y | +96.0% | +14.5% | +81.5% | +71.3% |
| All | +142.0% | +57.3% | +84.7% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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