+2,111.2%
FTNT vs VSH
+179.3%
+1,931.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | +1.6% | +3.1% | -1.5% | +0.7% |
| 30D | -1.9% | -5.7% | +3.8% | -0.5% |
| 3M | +14.4% | -42.5% | +56.8% | +30.6% |
| 6M | +88.7% | +82.7% | +6.0% | +46.9% |
| YTD | +100.0% | +118.2% | -18.2% | +45.0% |
| 1Y | +99.9% | +109.7% | -9.8% | +45.5% |
| 3Y | +147.9% | +35.3% | +112.6% | +97.5% |
| 5Y | +155.8% | +65.6% | +90.2% | +83.9% |
| All | +2,111.2% | +179.3% | +1,931.9% | +1,106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling