+51.8%
FTNT vs VST
-35.7%
+87.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.8% | +14.8% | +2.1% |
| 7D | -25.7% | -15.7% | -10.0% | -24.7% |
| 30D | -29.7% | -17.0% | -12.8% | -28.7% |
| 3M | -23.1% | -15.9% | -7.2% | -22.1% |
| 6M | +45.0% | -25.0% | +70.0% | +47.5% |
| YTD | +62.9% | -25.1% | +88.0% | +63.8% |
| 1Y | +51.8% | -34.9% | +86.7% | +56.1% |
| All | +51.8% | -35.7% | +87.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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