+104.5%
FTNT vs VSH
+118.1%
-13.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | -0.5% |
| 7D | -5.8% | +4.1% | -9.9% | -6.3% |
| 30D | -4.8% | -4.2% | -0.6% | -4.6% |
| 3M | +4.4% | -50.0% | +54.4% | +11.8% |
| 6M | +88.8% | +80.2% | +8.6% | +80.9% |
| YTD | +96.8% | +121.1% | -24.3% | +80.5% |
| 1Y | +104.5% | +112.0% | -7.5% | +91.0% |
| All | +104.5% | +118.1% | -13.7% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling