+89.8%
FTNT vs VSH
+38.9%
+50.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.9% |
| 7D | +7.1% | +14.3% | -7.3% | +3.7% |
| 30D | -30.9% | -7.9% | -23.0% | -30.1% |
| 3M | -23.1% | -19.9% | -3.2% | -20.5% |
| 6M | +8.1% | -30.5% | +38.6% | +11.9% |
| YTD | +60.2% | +85.7% | -25.5% | +23.8% |
| 1Y | +57.0% | +98.9% | -41.9% | +18.4% |
| 3Y | +152.9% | +32.1% | +120.8% | +102.3% |
| All | +89.8% | +38.9% | +50.9% | +30.8% |
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