+153.0%
FTNT vs VSH
+67.3%
+85.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.7% | +3.5% | -1.8% | +0.9% |
| 30D | -4.3% | -4.4% | +0.1% | -3.5% |
| 3M | +13.6% | -45.8% | +59.4% | +28.6% |
| 6M | +87.6% | +90.1% | -2.6% | +50.4% |
| YTD | +98.0% | +120.3% | -22.3% | +50.1% |
| 1Y | +96.9% | +112.2% | -15.3% | +49.8% |
| 3Y | +145.4% | +36.6% | +108.8% | +106.1% |
| 5Y | +153.0% | +67.0% | +86.0% | +77.9% |
| All | +153.0% | +67.3% | +85.7% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling